Microeconometrics Using Stata, Second Edition, Volumes I and II

ISBN-13: 9781597183598 / Angielski / Mixed media product / 2022 / 1675 str.

Pravin K. Trivedi

Opis

Microeconometrics Using Stata, Second Edition is an invaluable reference for researchers and students interested in applied microeconometric methods.

Spis treści

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