TY - BOOK AU - Cameron,Adrian Colin AU - Trivedi,P.K. ED - NetLibrary, Inc. TI - Microeconometrics: methods and applications SN - 051112581X (electronic bk.) AV - HB172 .C343 2005eb U1 - 338.5015195 22 PY - 2005/// CY - New York, NY PB - Cambridge University Press KW - Microeconomics KW - Econometric models KW - Microéconomie KW - Modèles économétriques KW - Electronic books KW - local N1 - 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; Economics N2 - 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 UR - http://www.netLibrary.com/urlapi.asp?action=summary&v=1&bookid=138992 UR - http://www.worldcat.org/title/microeconometrics-methods-and-applications/oclc/56599620&referer=brief_results UR - http://lib.ewubd.edu/ebook/5426 ER -