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

Published Cambridge ; New York : Cambridge University Press, ©2005

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Description 1 online resource (xxii, 1034 pages) : illustrations Contents 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 Bibliography Includes bibliographical references (pages 961-997) and indexes Notes Print version record Subject Microeconomics -- Econometric models Microeconomics -- Econometric models Ökonometrie Mikroökonomie Micro-economie. Econometrische modellen. Microeconomia (modelos) Econometria. Form Electronic book Author Trivedi, P. K. LC no. 2004022273 ISBN 0511125534 0511124953 9780511124952 9781280202964 1280202963 9780521848053 0521848059 9780511125539 9780511811241 0511811241 9786610202966 6610202966

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