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Microeconometrics Using Stata, Second Edition is an invaluable reference for researchers and students interested in applied microeconometric methods.
List of contents
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
About the author
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.
Summary
Microeconometrics Using Stata, Second Edition is an invaluable reference for researchers and students interested in applied microeconometric methods.
