Cited by 8,092Advanced Causal Inference TechniquesSpatial and Panel Data AnalysisStatistical Methods and Bayesian Inference

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Microeconometrics: Methods and Applications

Cameron, A. Colin, Trivedi, Pravin K.·2005·Cambridge University Press eBooks

DOI 10.1017/cbo9780511811241

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Abstract

This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the linear regression model with matrix algebra is assumed. The text can be used for a microeconometrics course, typically a second-year economics PhD course; for data-oriented applied microeconometrics field courses; and as a reference work for graduate students and applied researchers who wish to fill in gaps in their toolkit. Distinguishing features of the book include emphasis on nonlinear models and robust inference, simulation-based estimation, and problems of complex survey data. The book makes frequent use of numerical examples based on generated data to illustrate the key models and methods. More substantially, it systematically integrates into the text empirical illustrations based on seven large and exceptionally rich data sets.

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Authors: Cameron, A. C., & Trivedi, P. K.
Affiliations: University of California, Davis (US)
Indiana University Bloomington (US)
ORCID: Trivedi, Pravin K.
Venue: Cambridge University Press eBooks
Publisher: Cambridge University Press
Published: 2005-05-09
DOI: 10.1017/cbo9780511811241
OpenAlex: W1984524168
Cited by: 8,092
References: 0
Citations by year: 2026: 259 · 2025: 365 · 2024: 280 · 2023: 293 · 2022: 346 · 2021: 449 · 2020: 455 · 2019: 440 · 2018: 447 · 2017: 452 · 2016: 511 · 2015: 579 · 2014: 569 · 2013: 570 · 2012: 491
FWCI: 45.26
Type: book
Language: en
Open access: closed
Licence: www.cambridge.org/core/terms (unspecified, 2584 d)
Locations: Cambridge University Press eBooks (publishedVersion)
Topics: Physical Sciences › Mathematics › Statistics and Probability › Advanced Causal Inference Techniques
Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Spatial and Panel Data Analysis
Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
Keywords: microeconometrics, panel data, cross-sectional data, nonlinear regression, robust inference, simulation-based estimation, complex survey data, applied econometrics

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