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Microeconometrics: Methods and Applications
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Binding: Hardcover
Dewey Decimal Number: 338.5015195
EAN: 9780521848053
ISBN: 0521848059
Label: Cambridge University Press
Manufacturer: Cambridge University Press
Number Of Items: 1
Number Of Pages: 1056
Publication Date: May 09, 2005
Publisher: Cambridge University Press
Studio: Cambridge University Press
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Editorial Review: 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.
This book deals with methods and models of microeconometrics, the statistical modeling of behavioral relationships based on data from sample surveys or actual or quasi-social experiments. The book is oriented to the graduate student and researcher using such data. The level of the book is post-first year PhD economics.
Customer Reviews
Average Rating: 
Rating: - Amazing book for econometrics
This book is simply amazing. It describes tough problems in understandable words. It is definitely and advanced book and I recommend to read an introductory book such as Wooldridge or Gujarati first. Furthermore you will find not typically econometric yet very useful quantitative methods such as survival analysis or sampling methods in "Microeconometrics". I strongly recommend this book mainly for graduate and PhD students in quantitative methods and economics.
Rating: - Very technical, not for the faint of heart
Based on previous reviews of this item, I was expected a well-written accessible textbook. Although it has far less mathematical equations than similarily situated microeconometric texts, I do not find it accessible for the less-mathematically inclined.
Rating: - Microeconometrics
The book is useful for current line of microeconometric research. However, its presentation is similar to Greene (Econometrics Analysis). So if you are not comfortable with Green this text will not be best for you.
Rating: - An A-Z reference
If you want a book for microeconometrics such than whenever you need to look at a topic or subjects related to a topic, this is your book. If you need a very deep and comprehensive discussion about a topic, you need more than this. It may be not sufficient, but for sure it is a necessary book for anyone who does applied econometrics. I enjoy reading this book.
Rating: - Great Book
The book pretty much covers everything (at more than a basic level) that econometricians would ideally like to know. I think covering so much material in a single book makes it ideal!!
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