Microeconometrics: Methods and applications
This book provides a comprehensive treatment of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods applied to cross-section and panel data. The book is oriented to the practitioner. A good understanding of the linear...
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| Main Authors: | , |
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| Format: | Book |
| Language: | English |
| Published: |
Cambridge University Press
2012
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| Subjects: | |
| Online Access: | https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30541 |
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| Institutions: | Thư viện Trường Đại học Đà Lạt |
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| Summary: | This book provides a comprehensive treatment of microeconometrics, the analysis of
individual-level data on the economic behavior of individuals or firms using regression
methods applied to cross-section and panel data. The book is oriented to the practitioner.
A good understanding of the linear regression model with matrix algebra is
assumed. The text can be used for Ph.D. courses in microeconometrics, in applied
econometrics, or in data-oriented microeconomics sub-disciplines; and as a reference
work for graduate students and applied researchers who wish to fill in gaps in their
tool kit. Distinguishing features include emphasis on nonlinear models and robust
inference, as well as chapter-length treatments of GMM estimation, nonparametric
regression, simulation-based estimation, bootstrap methods, Bayesian methods, stratified
and clustered samples, treatment evaluation, measurement error, and missing data.
The book makes frequent use of empirical illustrations, many based on seven large and
rich data sets. |
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