Microeconometrics Using Stata, Second Edition, Volumes I and II

A. Colin Cameron, Pravin K. Trivedi

$315

Mixed media product

Not in-store but you can order this
How long will it take?

Availability Information

We source books from suppliers in Australia and overseas. For books we don't currently have in stock, the time it takes to get them from our suppliers can vary widely - from a few days to a few months - so we check each book with each supplier to determine the expected time it will take to be supplied to us.

We then advise you accordingly. If the time taken to get any book is too long for you, you can let us know and we will cancel or adjust your order, and refund as required.

To find out the anticipated arrival time for specific items prior to ordering, please contact us by phone or email:

Phone +61 2 9264 3111, or 1800 4 BOOKS (1800 4 26657) if outside Sydney:
option 1 Abbey's Bookshop (Crime, History, Science, Kids & more) • info@abbeys.com.au
option 2 Language Book Centre (ESL & Foreign Languages) • language@abbeys.com.au
option 3 Galaxy Bookshop (Sci-fi, Fantasy, Romance, Graphic Novels) • sf@galaxybooks.com.au

QTY:

English

Stata Press
21 July 2022

Microeconomics; Economic statistics; Probability & statistics

Microeconometrics Using Stata, Second Edition is an invaluable reference for researchers and students interested in applied microeconometric methods.

Like previous editions, this text covers all the classic microeconometric techniques ranging from linear models to instrumental-variables regression to panel-data estimation to nonlinear models such as probit, tobit, Poisson, and choice models. Each of these discussions has been updated to show the most modern implementation in Stata, and many include additional explanation of the underlying methods. In addition, the authors introduce readers to performing simulations in Stata and then use simulations to illustrate methods in other parts of the book. They even teach you how to code your own estimators in Stata.

The second edition is greatly expanded-the new material is so extensive that the text now comprises two volumes. In addition to the classics, the book now teaches recently developed econometric methods and the methods newly added to Stata. Specifically, the book includes entirely new chapters on

duration models

randomized control trials and exogenous treatment effects

endogenous treatment effects

models for endogeneity and heterogeneity, including finite mixture models, structural equation models, and nonlinear mixed-effects models

spatial autoregressive models

semiparametric regression

lasso for prediction and inference

Bayesian analysis

Anyone interested in learning classic and modern econometric methods will find this the perfect companion. And those who apply these methods to their own data will return to this reference over and over as they need to implement the various techniques described in this book.

By: A. Colin Cameron, Pravin K. Trivedi
Imprint: Stata Press
Country of Publication: United States
Edition: 2nd edition
Dimensions: Height: 246mm, Width: 189mm,
Weight: 3.540kg
ISBN: 9781597183598
ISBN 10: 1597183598
Pages: 1675
Publication Date: 21 July 2022
Audience: General/trade , ELT Advanced
Format: Mixed media product
Publisher's Status: Active

Volume I. Stata basics. Data management and graphics. Linear regression basics. Linear regression extensions. Simulation. Linear regression with correlated errors. Linear instrumental-variables regression. Linear panel-data models: Basics. Linear panel-data models: Extensions. Introduction to nonlinear regression. Tests of hypotheses and model specification. Bootstrap methods. Nonlinear regression methods. Flexible regression: Finite mixtures and nonparametric. Quantile regression. Programming in Stata. Mata. Optimization in Mata. Volume II. Nonlinear optimization methods. Binary outcome models. Multinomial models. Tobit and selection models. Count-data models. Survival analysis for duration data. Nonlinear panel models. Parametric models for heterogeneity and endogeneity. Randomized control trials and exogenous treatment effects. Endogenous treatment effects. Spatial regression. Semiparametric regression. Machine learning for prediction and inference. Bayesian methods: Basics. Bayesian methods: Markov chain Monte Carlo algorithms

Colin Cameron is a professor of economics at the University of California-Davis, where he teaches econometrics at undergraduate and graduate levels, as well as an undergraduate course in health economics. He has given short courses in Europe, Australia, Asia, and South America. His research interests are in microeconometrics, especially in robust inference for regression with clustered errors. He is currently an associate editor of the Stata Journal. Pravin K. Trivedi is a Distinguished Professor Emeritus at Indiana University-Bloomington and an honorary professor in the School of Economics at the University of Queensland. During his academic career, he has taught undergraduate- and graduate-level econometrics in the United States, England, Europe, and Australia. His research interests include microeconometrics and health economics. He served as coeditor of the Econometrics Journal from 2000-2007 and associate editor of the Journal of Applied Econometrics from 1986-2015. He has coauthored (with David Zimmer) Copula Modeling in Econometrics: An Introduction for Practitioners (2007). Cameron and Trivedi's joint work includes research articles on econometric models and tests for count data, the Econometric Society monograph Regression Analysis of Count Data, and the graduate-level text Microeconometrics: Methods and Applications.