2nd Edition
Microeconometrics Using Stata, Second Edition, Volumes I and II
Volume I
Stata basics
Data management and graphics
Linear regression basics
Linear regression extensions
Simulation
Linear regression with correlated errors
Linear instrumental-variables regression
Linear panel-data models: Basics
Linear panel-data models: Extensions
Introduction to nonlinear regression
Tests of hypotheses and model specification
Bootstrap methods
Nonlinear regression methods
Flexible regression: Finite mixtures and nonparametric
Quantile regression
Programming in Stata
Mata
Optimization in Mata
Volume II
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.
