Skip to content
Register Sign in Wishlist
Microeconometrics

Microeconometrics
Methods and Applications

£61.99

textbook
  • Date Published: July 2005
  • availability: In stock
  • format: Hardback
  • isbn: 9780521848053

£ 61.99
Hardback

Add to cart Add to wishlist

Other available formats:
eBook


Request inspection copy

Lecturers may request a copy of this title for inspection

Description
Product filter button
Description
Contents
Resources
Courses
About the Authors
  • This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the linear regression model with matrix algebra is assumed. The text can be used for a microeconometrics course, typically a second-year economics PhD course; for data-oriented applied microeconometrics field courses; and as a reference work for graduate students and applied researchers who wish to fill in gaps in their toolkit. Distinguishing features of the book include emphasis on nonlinear models and robust inference, simulation-based estimation, and problems of complex survey data. The book makes frequent use of numerical examples based on generated data to illustrate the key models and methods. More substantially, it systematically integrates into the text empirical illustrations based on seven large and exceptionally rich data sets.

    • Most comprehensive text on microeconometrics available anywhere
    • Authors are leading experts on the subject matter
    • Self-contained, rich with exercises - a perennially important subject
    Read more

    Reviews & endorsements

    'This book presents an elegant and accessible treatment of the broad range of rapidly expanding topics currently being studied by microeconometricians. Thoughtful, intuitive, and careful in laying out central concepts of sophisticated econometric methodologies, it is not only an excellent textbook for students, but also an invaluable reference text for practitioners and researchers.' Cheng Hsiao, University of Southern California

    'I wish Microeconometrics was available when I was a student! Here, in one place - and in clear and readable prose - you can find all of the tools that are necessary to do cutting-edge applied economic analysis, and with many helpful examples.' Alan Krueger, Princeton University

    'Cameron and Trivedi have written a remarkably thorough and up-to-date treatment of microeconometric methods. This is not a superficial cookbook; the early chapters carefully lay the theoretical foundations on which the authors build their discussion of methods for discrete and limited dependent variables and for analysis of longitudinal data. A distinctive feature of the book is its attention to cutting-edge topics like semiparametric regression, bootstrap methods, simulation-based estimation, and empirical likelihood estimation. A highly valuable book.' Gary Solon, University of Michigan

    'The empirical analysis of micro data is more widespread than ever before. The book by Cameron and Trivedi contains a superb treatment of all the methods that economists like to apply to such data. What is more, it fully integrates a number of exciting new methods that have become applicable due to recent advances in computer technology. The text is in perfect balance between econometric theory and empirical intuition, and it contains many insightful examples.' Gerard J. van den Berg, Free University, Amsterdam, The Netherlands

    '… it is well organised and well written … the authors are to be congratulated on this sure-footed addition to the econometrics literature.' The Times Higher Education Supplement

    See more reviews

    Customer reviews

    Not yet reviewed

    Be the first to review

    Review was not posted due to profanity

    ×

    , create a review

    (If you're not , sign out)

    Please enter the right captcha value
    Please enter a star rating.
    Your review must be a minimum of 12 words.

    How do you rate this item?

    ×

    Product details

    • Date Published: July 2005
    • format: Hardback
    • isbn: 9780521848053
    • length: 1056 pages
    • dimensions: 263 x 185 x 44 mm
    • weight: 1.78kg
    • contains: 43 b/w illus. 101 tables
    • availability: In stock
  • Table of Contents

    1. Introduction
    2. Causal and non-causal models
    3. Microeconomic data structures
    4. Linear models
    5. ML and NLS estimation
    6. GMM 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 draw.

  • Resources for

    Microeconometrics

    A. Colin Cameron, Pravin K. Trivedi

    General Resources

    Find resources associated with this title

    Type Name Unlocked * Format Size

    Showing of

    Back to top

    This title is supported by one or more locked resources. Access to locked resources is granted exclusively by Cambridge University Press to lecturers whose faculty status has been verified. To gain access to locked resources, lecturers should sign in to or register for a Cambridge user account.

    Please use locked resources responsibly and exercise your professional discretion when choosing how you share these materials with your students. Other lecturers may wish to use locked resources for assessment purposes and their usefulness is undermined when the source files (for example, solution manuals or test banks) are shared online or via social networks.

    Supplementary resources are subject to copyright. Lecturers are permitted to view, print or download these resources for use in their teaching, but may not change them or use them for commercial gain.

    If you are having problems accessing these resources please contact lecturers@cambridge.org.

  • Instructors have used or reviewed this title for the following courses

    • Advanced Econometric Theory ll
    • Advanced Econometrics
    • Advanced Econometrics in Health and Pharmaceutical Outcomes Research
    • Advanced Quantitative Methods
    • Advanced Quantitative Methods for Political Scientists
    • Advanced Topics in Macroeconomics
    • Analytical Methods in Marketing Research
    • Applied Econometrics
    • Applied Microeconometrics for Marketing
    • Applied Quantitative Analysis
    • Applied Regional Analysis
    • Business Statistics ll
    • Categorical and Limited Dependent Variable Modeling
    • Computational and Empirical Methods in Dynamic Economics
    • Corporate Finance
    • Cross Section and Panel Data Econometrics
    • Data Analysis and Modeling
    • Development Economics
    • Econometric Methods
    • Econometric Theory and Methods
    • Econometric Theory llB
    • Econometric Theory/Methods ll
    • Econometrics
    • Econometrics 1 (graduate level)
    • Econometrics 2
    • Econometrics I
    • Econometrics and Forecasting Method
    • Econometrics for Agribusiness
    • Econometrics ll
    • Econometrics lll
    • Economic Prosperity
    • Economic Statistics ll
    • Empirical MicroEconomics ll
    • Estimation and Hypothesis Testing
    • Financial Econometrics
    • Graduate Econometrics
    • Health Econometrics
    • Health Economics
    • Industrial Organization and Public Policy
    • Intermediate Economics
    • Intro to Quantitative Political Analysis ll
    • Introduction to econometrics
    • Labor Economics
    • Longitudinal Data Analysis
    • Longitudinal Statistics
    • Maximum Likelihood Estimation
    • Microeconometrics
    • Microeconomic Applications to Food Markets
    • Principles of Statistics
    • Quantitative Methods (Applied Econometrics)
    • Research Methods for Government
    • Research Methods for the new
    • Statistics ll
    • Topics in Applied Econometrics I
    • management accounting
  • Authors

    A. Colin Cameron, University of California, Davis
    A. Colin Cameron is Professor of Economics at the University of California, Davis. He currently serves as Director of that university's Center on Quantitative Social Science Research. He has also taught at the Ohio State University, and held short-term visiting positions at Indiana University at Bloomington and at a number of Australian and European universities. His research in microeconometrics has appeared in leading econometrics and economics journals. He is coauthor with Pravin Trivedi of Regression Analysis of Count Data (Econometric Society Monograph series No. 30, Cambridge University Press).

    Pravin K. Trivedi, Indiana University, Bloomington
    Pravin K. Trivedi is John H. Rudy Professor of Economics at Indiana University at Bloomington. He has also taught at The Australian National University and University of Southampton, and has held short term visiting positions at a number of European universities. His research in microeconometrics has appeared in most leading econometrics and health economics journals. He coauthored Regression Analysis of Count Data with Colin Cameron and is on the editorial boards of the Econometrics Journal and the Journal of Applied Econometrics.

Sign In

Please sign in to access your account

Cancel

Not already registered? Create an account now. ×

Sorry, this resource is locked

Please register or sign in to request access. If you are having problems accessing these resources please email lecturers@cambridge.org

Register Sign in
Please note that this file is password protected. You will be asked to input your password on the next screen.

» Proceed

You are now leaving the Cambridge University Press website. Your eBook purchase and download will be completed by our partner www.ebooks.com. Please see the permission section of the www.ebooks.com catalogue page for details of the print & copy limits on our eBooks.

Continue ×

Continue ×

Continue ×

Find content that relates to you

Join us online

This site uses cookies to improve your experience. Read more Close

Are you sure you want to delete your account?

This cannot be undone.

Cancel

Thank you for your feedback which will help us improve our service.

If you requested a response, we will make sure to get back to you shortly.

×
Please fill in the required fields in your feedback submission.
×