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Microeconometrics Using Stata: Revised Edition by Pravin K. Trivedi, A. Colin Cameron (Paperback, 2010)

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This revised edition has been updated to reflect the new features available in Stata 11 that are useful to microeconomists. They also replace the xi command with factor variables, which allow you to specify indicator variables and interaction effects.

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A complete and up-to-date survey of microeconometric methods available in Stata, Microeconometrics Using Stata, Revised Edition is an outstanding introduction to microeconometrics and how to execute microeconometric research using Stata. It covers topics left out of most microeconometrics textbooks and omitted from basic introductions to Stata. This revised edition has been updated to reflect the new features available in Stata 11 that are useful to microeconomists. Instead of using mfx and the user-written margeff commands, the authors employ the new margins command, emphasizing both marginal effects at the means and average marginal effects. They also replace the xi command with factor variables, which allow you to specify indicator variables and interaction effects. Along with several new examples, this edition presents the new gmm command for generalized method of moments and nonlinear instrumental-variables estimation. In addition, the chapter on maximum likelihood estimation incorporates enhancements made to ml in Stata 11. Throughout the book, the authors use simulation methods to illustrate features of the estimators and tests described and provide an in-depth Stata example for each topic discussed. They also show how to use Stata's programming features to implement methods for which Stata does not have a specific command. The unique combination of topics, intuitive introductions to methods, and detailed illustrations of Stata examples make this book an invaluable, hands-on addition to the library of anyone who uses microeconometric methods.

Product Identifiers

Publisher
Stata Press
ISBN-13
9781597180733
eBay Product ID (ePID)
92692804

Product Key Features

Subject Area
Experimental Psychology
Author
Pravin K. Trivedi, A. Colin Cameron
Publication Name
Microeconometrics Using Stata: Revised Edition
Format
Paperback
Language
English
Publication Year
2010
Type
Textbook
Number of Pages
706 Pages

Dimensions

Item Height
246mm
Item Width
189mm
Item Weight
1452g

Additional Product Features

Title_Author
Pravin K. Trivedi, A. Colin Cameron
Country/Region of Manufacture
United States

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Microeconometrics Using Stata: Revised Edition by Pravin K. Trivedi, A. Colin Cameron (Paperback, 2010)

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