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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非常好的微觀計量工具書。當然要一章章啃下來簡直太痛苦瞭。暑假嘗試著啃瞭七八章的樣子,實在是啃不動。所以也隻能做工具書瞭。
评分prof說,“這是一本能伴你一生的寶書……”
评分prof說,“這是一本能伴你一生的寶書……”
评分well written and a must read if you want to do empirical studies. I joined the program when Trivedi retired..bad didn't take his course
评分more advanced than Greene's
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