Microeconometrics - Methods and Applications
Reduzierte Artikel in dieser Kategorie
| Verlag | Cambridge University Press |
| Auflage | 2005 |
| Seiten | 1056 |
| Format | 17,7 x 25,3 x 4,4 cm |
| Gewicht | 1792 g |
| Artikeltyp | Englisches Buch |
| ISBN-10 | 0521848059 |
| EAN | 9780521848053 |
| Bestell-Nr | 52184805EA |
This text is the most comprehensive work to date on microeconometrics, its methods and applications.
Klappentext:
This book deals with methods and models of microeconometrics, the statistical modeling of behavioral relationships based on data from sample surveys or actual or quasi-social experiments. The book is oriented to the graduate student and researcher using such data. The level of the book is post-first year PhD economics.
Inhaltsverzeichnis:
1. Introduction; 2. Causal and non-causal models; 3. Microeconomic data structures; 4. Linear models; 5. ML and NLS estimation; 6. GMM and systems estimation; 7. Hypothesis tests; 8. Specification tests and model selection; 9. Semiparametric methods; 10. Numerical optimization; 11. Bootstrap methods; 12. Simulation-based methods; 13. Bayesian methods; 14. Binary outcome models; 15. Multinomial models; 16. Tobit and selection models; 17. Transition data: survival analysis; 18. Mixture models and unobserved heterogeneity; 19. Models of multiple hazards; 20. Models of count data; 21. Linear panel models: basics; 22. Linear panel models: extensions; 23. Nonlinear panel models; 24. Stratified and clustered samples; 25. Treatment evaluation; 26. Measurement error models; 27. Missing data and imputation; A. Asymptotic theory; B. Making pseudo-random draw.
Rezension:
'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