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.
This text is the most comprehensive work to date on microeconometrics, its methods and applications.
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 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.
'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.' Times Higher Education Supplement