2nd Edition

Microeconometrics Using Stata, Second Edition, Volume II: Nonlinear Models and Casual Inference Methods

By A. Colin Cameron, Pravin K. Trivedi Copyright 2022
858 Pages
by Stata Press

Microeconometrics Using Stata, Second Edition is an invaluable reference for researchers and students interested in applied microeconometric methods. Like previous editions, this text covers all the classic microeconometric techniques ranging from linear models to instrumental-variables regression to panel-data estimation to nonlinear models such as probit, tobit, Poisson, and choice models.... Read more

Nonlinear optimization methods

Binary outcome models

Multinomial models

Tobit and selection models

Count-data models

Survival analysis for duration data

Nonlinear panel models

Parametric models for heterogeneity and endogeneity

Randomized control trials and exogenous treatment effects

Endogenous treatment effects

Spatial regression

Semiparametric regression

Machine learning for prediction and inference

Bayesian methods: Basics

Bayesian methods: Markov chain Monte Carlo algorithms

Biography

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 Stata 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 of Applied 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.