Microeconometrics methods and applications / A. Colin Cameron, Pravin K. Trivedi.

By: Cameron, Adrian Colin Contributor(s): Trivedi, P. K | NetLibrary, Inc Material type: Text

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

Contents:

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: 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.

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Holdings
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

Total holds: 0

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

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