Microeconometrics methods and applications / A. Colin Cameron, Pravin K. Trivedi.
Material type:
TextLanguage: English Publication details: New York, NY : Cambridge University Press, 2005. Description: xxii, 1034 p. : ill. ; 27 cmISBN: 051112581X (electronic bk.); 9780511125812 (electronic bk.); 9780521848053; 0521848059Subject(s): Microeconomics -- Econometric models | Microéconomie -- Modèles économétriquesGenre/Form: Electronic books. Additional physical formats: No titleDDC classification: 338.5015195 LOC classification: HB172 | .C343 2005ebOnline resources: An electronic book accessible through the World Wide Web; click for information about availability WorldCat details | WorldCat Details | Ebook Fulltext | Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|---|
E-Book
|
Dr. S. R. Lasker Library, EWU E-book | Non-fiction | 338.5015195 CAM 2005 (Browse shelf(Opens below)) | Not for loan | ||||
Text
|
Dr. S. R. Lasker Library, EWU Reserve Section | Non-fiction | 338.5015195 CAM (Browse shelf(Opens below)) | C-1 | Not For Loan | 20124 |
Browsing Dr. S. R. Lasker Library, EWU shelves, Shelving location: E-book Close shelf browser (Hides shelf browser)
|
|
|
|
|
|
|
||
| 338.5 NIM 2010 Microeconomic theory : | 338.5 VAI 2010 Intermediate microeconomics : | 338.5 VAM 1992 Microeconomic analysis / | 338.5015195 CAM 2005 Microeconometrics | 338.5024658 SAM 2006 Managerial economics / | 338.50285555 KUP 2015 A practitioner's guide to stochastic frontier analysis using Stata / | 338.50711 MCM 2006 Microeconomics for MBAs : |
Includes bibliographical references (p. 961-997) and indexes.
TOC Distinctive Aspects of Microeconometrics --
Book Outline --
Software --
Notation and Conventions --
Causal and Noncausal Models --
Structural Models --
Exogeneity --
Linear Simultaneous Equations Model --
Identification Concepts --
Single-Equation Models --
Potential Outcome Model --
Causal Modeling and Estimation Strategies --
Microeconomic Data Structures --
Observational Data --
Data from Social Experiments --
Data from Natural Experiments --
Core Methods --
Linear Models --
Regressions and Loss Functions --
Example: Returns to Schooling --
Ordinary Least Squares --
Weighted Least Squares --
Median and Quantile Regression --
Model Misspecification --
Instrumental Variables --
Instrumental Variables in Practice --
Maximum Likelihood and Nonlinear Least-Squares Estimation --
Overview of Nonlinear Estimators --
Extremum Estimators --
Estimating Equations --
Statistical Inference --
Maximum Likelihood --
Quasi-Maximum Likelihood --
Nonlinear Least Squares --
Example: ML and NLS Estimation --
Generalized Method of Moments and Systems Estimation --
Generalized Method of Moments --
Linear Instrumental Variables --
Nonlinear Instrumental Variables --
Sequential Two-Step m-Estimation --
Minimum Distance Estimation --
Empirical Likelihood --
Linear Systems of Equations --
Nonlinear Sets of Equations --
Hypothesis Tests --
Wald Test --
Likelihood-Based Tests --
Example: Likelihood-Based Hypothesis Tests --
Tests in Non-ML Settings --
Power and Size of Tests --
Monte Carlo Studies --
Bootstrap Example.
Summary:
The authors provide a comprehensive text on microeconometrics, the analysis of individual-level data on the economic behaviour of individuals or firms using regression methods for cross section and panel data.
Economics
Tahur Ahmed
Click on an image to view it in the image viewer
There are no comments on this title.