Microeconometrics : methods and applications
Material type: TextPublication details: Cambridge ; New York : Cambridge University Press, 2005Description: xxii, 1034 pages : illustrationsISBN: 9780521848053 ; 0521848059Subject(s): Microeconomics Econometric modelsDDC classification: 338.5015195Item type | Current library | Collection | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|---|
Reference Books | Main Library Reference | Reference | 338.5015195 CAM (Browse shelf(Opens below)) | Available | 010624 |
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338.5 SAM Microeconomics | 338.5 VAR Microeconomic analysis | 338.5 VAR Intermediate microeconomics : a modern approach | 338.5015195 CAM Microeconometrics : methods and applications | 338.5024658 Principles of business economics | 338.505 ANN Microeconomics 00/01 | 338.505 ANN Microeconomics 00/01 |
Includes index
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.
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.
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