Microeconometrics: Methods and Applications

A. Colin Cameron; Pravin K. Trivedi

doi:10.1017/CBO9780511811241

This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the linear regression model with matrix algebra is assumed. The text can be used for a microeconometrics course, typically a second-year economics PhD course; for data-oriented applied microeconometrics field courses; and as a reference work for graduate students and applied researchers who wish to fill in gaps in their toolkit. Distinguishing features of the book include emphasis on nonlinear models and robust inference, simulation-based estimation, and problems of complex survey data. The book makes frequent use of numerical examples based on generated data to illustrate the key models and methods. More substantially, it systematically integrates into the text empirical illustrations based on seven large and exceptionally rich data sets.

‘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.'

Source: The Times Higher Education Supplement

Microeconometrics

Methods and Applications

Book description

Reviews

Refine List

Actions for selected content:

Save Search

Contents

Metrics

Altmetric attention score

Full text views Full text views reflects the number of PDF downloads, PDFs sent to Google Drive, Dropbox and Kindle and HTML full text views for chapters in this book.

Book summary page views Book summary views reflect the number of visits to the book and chapter landing pages.

Full text views

Book summary page views