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The product is a comprehensive textbook titled "Microeconometrics Using Stata, Second Edition, Volumes I and II" by authors A. Colin Cameron and Pravin K. Trivedi. Published by Statacorp LLC in 2022, this textbook covers a range of subjects including Computers, Education, and Business & Economics. With a total of 1675 pages across two volumes, this textbook is geared towards students and professionals interested in mathematical and statistical software, microeconomics, econometrics, statistics, and business mathematics. The new sealed edition offers a valuable resource for those looking to deepen their understanding of these complex subjects.
Subject AreaComputers, Education, Business & Economics
AuthorA. Colin Cameron, Pravin K. Trivedi
FormatTrade Paperback / Trade Paperback
Dimensions
Item Weight140.8 Oz
Item Length9.7 in
Item Width7.4 in
Additional Product Features
Edition Number2
Table Of ContentVolume I. 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. Volume II. Nonlinear optimization methods. Binary outcome models. Multinomial models. Tobit and selection models. Count-data models. Survival analysis for duration data. Nonlinear panel models. Parametric models for heterogeneity and endogeneity. Randomized control trials and exogenous treatment effects. Endogenous treatment effects. Spatial regression. Semiparametric regression. Machine learning for prediction and inference. Bayesian methods: Basics. Bayesian methods: Markov chain Monte Carlo algorithms
SynopsisMicroeconometrics Using Stata, Second Edition is an invaluable reference for researchers and students interested in applied microeconometric methods. Like previous editions, this text covers all the classic microeconometric techniques ranging from linear models to instrumental-variables regression to panel-data estimation to nonlinear models such as probit, tobit, Poisson, and choice models. Each of these discussions has been updated to show the most modern implementation in Stata, and many include additional explanation of the underlying methods. In addition, the authors introduce readers to performing simulations in Stata and then use simulations to illustrate methods in other parts of the book. They even teach you how to code your own estimators in Stata. The second edition is greatly expanded--the new material is so extensive that the text now comprises two volumes. In addition to the classics, the book now teaches recently developed econometric methods and the methods newly added to Stata. Specifically, the book includes entirely new chapters on duration models randomized control trials and exogenous treatment effects endogenous treatment effects models for endogeneity and heterogeneity, including finite mixture models, structural equation models, and nonlinear mixed-effects models spatial autoregressive models semiparametric regression lasso for prediction and inference Bayesian analysis Anyone interested in learning classic and modern econometric methods will find this the perfect companion. And those who apply these methods to their own data will return to this reference over and over as they need to implement the various techniques described in this book., Microeconometrics Using Stata, Second Edition is an invaluable reference for researchers and students interested in applied microeconometric methods.