000 | 00325nam a2200121Ia 4500 | ||
---|---|---|---|
999 |
_c153485 _d153485 |
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020 | _a9780521848053 | ||
040 | _cCUS | ||
082 |
_a338.5 _bCAM/M |
||
100 | _aCameron, A. Colin | ||
245 | 0 |
_aMicroeconometrics: methods and applications/ _cA. Colin Cameron and Pravin K. Trivedi |
|
260 |
_aNew York: _bCambridge University Press, _c2009. |
||
300 |
_axxii, 1,034 p. : _bill. ; _c27 cm. |
||
505 | _aDistinctive 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. | ||
650 |
_aEconometric models _xMicroeconomics |
||
700 | _aTrivedi, P. K. | ||
942 | _cWB16 |