Microeconometrics Using Stata. Volume 1, Cross-Sectional and Panel Regression Models
2nd edition
Par : , Formats :
- Nombre de pages817
- PrésentationBroché
- FormatGrand Format
- Poids1.632 kg
- Dimensions18,5 cm × 23,6 cm × 4,9 cm
- ISBN978-1-59718-361-1
- EAN9781597183611
- Date de parution28/07/2022
- ÉditeurStata Press
Résumé
Microeconometrics Using Stata, Second Edition is aimed at both students and researchers of economics and related social sciences. The first volume is intended to be a self-contained treatment that might also be used as an applied econometrics course text. It focuses on the linear regression model and includes instrumental-variables estimation, random- and fixed-effects models, quantile regression, and analytical and bootstrap inference.
It additionally provides a brief introduction to nonlinear regression models. The second volume covers models for binary, multinomial, censored, duration, and count outcomes for both cross-sectional and panel datasets. It then covers causal methods for exogenous and endogenous treatment evaluations, spatial regression, semiparametric methods, machine learning for prediction and for causal inference, and Bayesian methods.
Colin Cameron is a professor of economics at the University of California Davis, where he teaches econometrics at undergraduate and graduate levels as well as an undergraduate course in health economics. He has given short courses in Europe, Australia, Asia, and South America. His research interests are in microeconometrics, especially in robust inference for regression with clustered errors. He is currently an associate editor of the Stara Journal.
Pravin K. Trivedi is a Distinguished Professor Emeritus at Indiana University-Bloomington and an honorary professor in the School of Economics at the University of Queensland. During his academic career, he has taught undergraduate- and graduate-level econometrics in the United States, England, Europe, and Australia. His research interests include microeconometrics and health economics. He served as coeditor of the Econometrics Journal from 2000-2007 and associate editor of the Journal ofApplied Econometrics from 1986-2015.
He has coauthored (with David Zimmer) Copula Modeling in Econometrics : An Introduction for Practitioners (2007). Cameron and Trivedi's joint work includes research articles on econometric models and tests for count data, the Econometric Society monograph Regression Analysis of Count Data, and the graduate-level text Microeconometrics : Methods and Applications.
It additionally provides a brief introduction to nonlinear regression models. The second volume covers models for binary, multinomial, censored, duration, and count outcomes for both cross-sectional and panel datasets. It then covers causal methods for exogenous and endogenous treatment evaluations, spatial regression, semiparametric methods, machine learning for prediction and for causal inference, and Bayesian methods.
Colin Cameron is a professor of economics at the University of California Davis, where he teaches econometrics at undergraduate and graduate levels as well as an undergraduate course in health economics. He has given short courses in Europe, Australia, Asia, and South America. His research interests are in microeconometrics, especially in robust inference for regression with clustered errors. He is currently an associate editor of the Stara Journal.
Pravin K. Trivedi is a Distinguished Professor Emeritus at Indiana University-Bloomington and an honorary professor in the School of Economics at the University of Queensland. During his academic career, he has taught undergraduate- and graduate-level econometrics in the United States, England, Europe, and Australia. His research interests include microeconometrics and health economics. He served as coeditor of the Econometrics Journal from 2000-2007 and associate editor of the Journal ofApplied Econometrics from 1986-2015.
He has coauthored (with David Zimmer) Copula Modeling in Econometrics : An Introduction for Practitioners (2007). Cameron and Trivedi's joint work includes research articles on econometric models and tests for count data, the Econometric Society monograph Regression Analysis of Count Data, and the graduate-level text Microeconometrics : Methods and Applications.
Microeconometrics Using Stata, Second Edition is aimed at both students and researchers of economics and related social sciences. The first volume is intended to be a self-contained treatment that might also be used as an applied econometrics course text. It focuses on the linear regression model and includes instrumental-variables estimation, random- and fixed-effects models, quantile regression, and analytical and bootstrap inference.
It additionally provides a brief introduction to nonlinear regression models. The second volume covers models for binary, multinomial, censored, duration, and count outcomes for both cross-sectional and panel datasets. It then covers causal methods for exogenous and endogenous treatment evaluations, spatial regression, semiparametric methods, machine learning for prediction and for causal inference, and Bayesian methods.
Colin Cameron is a professor of economics at the University of California Davis, where he teaches econometrics at undergraduate and graduate levels as well as an undergraduate course in health economics. He has given short courses in Europe, Australia, Asia, and South America. His research interests are in microeconometrics, especially in robust inference for regression with clustered errors. He is currently an associate editor of the Stara Journal.
Pravin K. Trivedi is a Distinguished Professor Emeritus at Indiana University-Bloomington and an honorary professor in the School of Economics at the University of Queensland. During his academic career, he has taught undergraduate- and graduate-level econometrics in the United States, England, Europe, and Australia. His research interests include microeconometrics and health economics. He served as coeditor of the Econometrics Journal from 2000-2007 and associate editor of the Journal ofApplied Econometrics from 1986-2015.
He has coauthored (with David Zimmer) Copula Modeling in Econometrics : An Introduction for Practitioners (2007). Cameron and Trivedi's joint work includes research articles on econometric models and tests for count data, the Econometric Society monograph Regression Analysis of Count Data, and the graduate-level text Microeconometrics : Methods and Applications.
It additionally provides a brief introduction to nonlinear regression models. The second volume covers models for binary, multinomial, censored, duration, and count outcomes for both cross-sectional and panel datasets. It then covers causal methods for exogenous and endogenous treatment evaluations, spatial regression, semiparametric methods, machine learning for prediction and for causal inference, and Bayesian methods.
Colin Cameron is a professor of economics at the University of California Davis, where he teaches econometrics at undergraduate and graduate levels as well as an undergraduate course in health economics. He has given short courses in Europe, Australia, Asia, and South America. His research interests are in microeconometrics, especially in robust inference for regression with clustered errors. He is currently an associate editor of the Stara Journal.
Pravin K. Trivedi is a Distinguished Professor Emeritus at Indiana University-Bloomington and an honorary professor in the School of Economics at the University of Queensland. During his academic career, he has taught undergraduate- and graduate-level econometrics in the United States, England, Europe, and Australia. His research interests include microeconometrics and health economics. He served as coeditor of the Econometrics Journal from 2000-2007 and associate editor of the Journal ofApplied Econometrics from 1986-2015.
He has coauthored (with David Zimmer) Copula Modeling in Econometrics : An Introduction for Practitioners (2007). Cameron and Trivedi's joint work includes research articles on econometric models and tests for count data, the Econometric Society monograph Regression Analysis of Count Data, and the graduate-level text Microeconometrics : Methods and Applications.
