Microeconometrics :
Cameron, Adrian Colin.
Microeconometrics : methods and applications / A. Colin Cameron, Pravin K. Trivedi. - Cambridge ; New York : Cambridge University Press, 2005. - xxii, 1034 p. : ill. ; 27 cm.
Includes tables.
1. Overview -- 2. Causal and noncasual models -- 3. Microeconomic data structures -- 4. Linear models -- 5. Maximum likelihood and nonlinear least-squares estimation -- 6. Generalized method of moments and systems estimation -- 7. Hypothesis tests -- 8. Specification tests and model selection -- 9. Semiparametric methods -- 10. Numerical optimization -- 11. Bootstrap methods -- 12. Simulation-based methods -- 13. Bayesian methods -- 14. Binary outcome models -- 15. Multinomial models -- 16. Tobit and selection models -- 17. Transition data : survival analysis -- 18. Mixture models and unobserved heterogeneity -- 19. Models of multiple hazards -- 20. Models of count data -- 21. Linear panel models : basics -- 22. Linear panel models : extensions -- 23. Nonlinear panel models -- 24. Stratified and clustered samples -- 25. Treatment evaluation -- 26. Measurement error models -- 27. Missing data and imputation -- A. Asymptotic theory -- B. Making pseudo-random draws.
0521848059 (hardcover) 9780521848053
Microeconomics
HB172 / .C14
Microeconometrics : methods and applications / A. Colin Cameron, Pravin K. Trivedi. - Cambridge ; New York : Cambridge University Press, 2005. - xxii, 1034 p. : ill. ; 27 cm.
Includes tables.
1. Overview -- 2. Causal and noncasual models -- 3. Microeconomic data structures -- 4. Linear models -- 5. Maximum likelihood and nonlinear least-squares estimation -- 6. Generalized method of moments and systems estimation -- 7. Hypothesis tests -- 8. Specification tests and model selection -- 9. Semiparametric methods -- 10. Numerical optimization -- 11. Bootstrap methods -- 12. Simulation-based methods -- 13. Bayesian methods -- 14. Binary outcome models -- 15. Multinomial models -- 16. Tobit and selection models -- 17. Transition data : survival analysis -- 18. Mixture models and unobserved heterogeneity -- 19. Models of multiple hazards -- 20. Models of count data -- 21. Linear panel models : basics -- 22. Linear panel models : extensions -- 23. Nonlinear panel models -- 24. Stratified and clustered samples -- 25. Treatment evaluation -- 26. Measurement error models -- 27. Missing data and imputation -- A. Asymptotic theory -- B. Making pseudo-random draws.
0521848059 (hardcover) 9780521848053
Microeconomics
HB172 / .C14