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Microeconometrics: Methods and Applications
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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“Nearly all work that exploits variation in treatment timing uses the two-way fixed effects model in equation (2) (Cameron and Trivedi 2005 pg. 738).”
From Difference-in-differences with variation in treatment timing (2021) · cites this paper as Cameron and Trivedi 2005 pg. 738
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Metadata
- 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
- 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
- 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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