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Book
xxi, 752 p. ; 24 cm.
  • I. Introduction and Background
  • 1. Introduction
  • 2. Conditional Expectations and Related Concepts in Econometrics
  • 3. Basic Asymptotic Theory
  • II. Linear Models
  • 4. The Single-Equation Linear Model and OLS Estimation
  • 5. Instrumental Variables Estimation of Single-Equation Linear Models
  • 6. Additional Single-Equation Topics
  • 7. Estimating Systems of Equations by OLS and GLS
  • 8. System Estimation by Instrumental Variables
  • 9. Simultaneous Equations Models
  • 10. Basic Linear Unobserved Effects Panel Data Models
  • 11. More Topics in Linear Unobserved Effects Models
  • III. General Approaches to Nonlinear Estimation
  • 12. M-Estimation
  • 13. Maximum Likelihood Methods
  • 14. Generalized Method of Moments and Minimum Distance Estimation
  • IV. Nonlinear Models and Related Topics
  • 15. Discrete Response Models
  • 16. Corner Solution Outcomes and Censored Regression Models
  • 17. Sample Selection, Attrition, and Stratified Sampling
  • 18. Estimating Average Treatment Effects
  • 19. Count Data and Related Models
  • 20. Duration Analysis.
This graduate text provides an intuitive but rigorous treatment of contemporary methods used in microeconometric research. The book makes clear that applied microeconometrics is about the estimation of marginal and treatment effects, and that parametric estimation is simply a means to this end. It also clarifies the distinction between causality and statistical association. The book focuses specifically on cross section and panel data methods. Population assumptions are stated separately from sampling assumptions, leading to simple statements as well as to important insights. The unified approach to linear and nonlinear models and to cross section and panel data enables straightforward coverage of more advanced methods. The numerous end-of-chapter problems are an important component of the book. Some problems contain important points not fully described in the text, and others cover new ideas that can be analyzed using tools presented in the current and previous chapters. Several problems require the use of the data sets located at the author's website.
(source: Nielsen Book Data)9780262232197 20160605
Green Library, Business Library
ECON-292-01