Microeconometrics: Methods and Applications  A. Colin Cameron and Pravin K. Trivedi
MICROECONOMETRICS: Methods and Applications


Cambridge University Press,
New York
May 2005


TABLE OF CONTENTS

I: PRELIMINARIES
1. Overview
2. Causal and Noncausal Models
3. Microeconomic Data Structures
II: CORE METHODS
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
III: SIMULATION-BASED
      METHODS

11. Bootstrap Methods
12. Simulation-based Methods
13. Bayesian Methods
IV:  CROSS-SECTION
       DATA MODELS

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. Count Data Models
V:  PANEL DATA
      MODELS

21. Linear Panel Models: Basics
22. Linear Panel Models: Extensions
23. Nonlinear Panel Models
VI: FURTHER TOPICS
24. Stratified and Clustered Samples
25. Treatment Evaluation
26. Measurement Error Models
27. Missing Data and Imputation
APPENDICES
A. Asymptotic Theory
B. Making Pseudo-Random Draws

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