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Microeconometrics Using Stata, Revised Edition
 
 
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Microeconometrics Using Stata, Revised Edition [Paperback]

A. Colin Cameron (Author), Pravin K. Trivedi (Author)
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Product details

  • Paperback: 706 pages
  • Publisher: Stata Press; 2 edition (8 April 2010)
  • Language English
  • ISBN-10: 1597180734
  • ISBN-13: 978-1597180733
  • Product Dimensions: 23.4 x 18.5 x 4.1 cm
  • Average Customer Review: 5.0 out of 5 stars  See all reviews (2 customer reviews)
  • Amazon Bestsellers Rank: 129,834 in Books (See Top 100 in Books)

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Adrian Colin Cameron
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Product Description

A complete and up-to-date survey of microeconometric methods available in Stata, Microeconometrics Using Stata, Revised Edition is an outstanding introduction to microeconometrics and how to execute microeconometric research using Stata. It covers topics left out of most microeconometrics textbooks and omitted from basic introductions to Stata.

This revised edition has been updated to reflect the new features available in Stata 11 that are useful to microeconomists. Instead of using mfx and the user-written margeff commands, the authors employ the new margins command, emphasizing both marginal effects at the means and average marginal effects. They also replace the xi command with factor variables, which allow you to specify indicator variables and interaction effects. Along with several new examples, this edition presents the new gmm command for generalized method of moments and nonlinear instrumental-variables estimation. In addition, the chapter on maximum likelihood estimation incorporates enhancements made to ml in Stata 11.

Throughout the book, the authors use simulation methods to illustrate features of the estimators and tests described and provide an in-depth Stata example for each topic discussed. They also show how to use Stata’s programming features to implement methods for which Stata does not have a specific command. The unique combination of topics, intuitive introductions to methods, and detailed illustrations of Stata examples make this book an invaluable, hands-on addition to the library of anyone who uses microeconometric methods.

About the Author

University of California, California, USA Indiana University, Bloomington, Indiana, USA
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Very good! 1 Oct 2011
Format:Paperback
Very quick delivery and very good product! What can I say more than this?
The purchase fulfilled all my expectations.
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0 of 5 people found the following review helpful
Microeconmetrics 17 Dec 2010
By PK
Format:Paperback
The product arrived in excellent condition and in good time. I have no regrets for buying the book and from the seller.
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Amazon.com:  7 reviews
9 of 9 people found the following review helpful
Best book for modeling in STATA 15 Dec 2010
By S. Frazelle - Published on Amazon.com
Format:Paperback|Amazon Verified Purchase
This is an excellent econometrics book for people who want to USE econometrics and still understand, theoretically, the difference between the models. There are brief descriptions of the theory (including equations) about each model before a very detailed explanation about how to code the model into STATA. I've taken several Econometrics courses and, for me, the challenge has typically been, "yes, but how do I transform my data to do that in real life". Answers are here as long as you are comfortable with using the typical STATA manual instructions. I'd say the advantage of this book over the help manual is how nicely all the models are packaged together. I found myself simply reading through the book and trying models and robustness checks I might not have previously thought of. It covers everything from cross-sectional to panel, including bootstrapping and simulations. It also includes some handy graphing techniques.

Coupled with the help guide already installed in STATA 11, this book is perfect for taking data from a raw form and transferring it into the most up-to-date models. The applications go much further than a grad school textbook.
3 of 3 people found the following review helpful
incredibly useful 26 Mar 2011
By az - Published on Amazon.com
Format:Paperback
Very useful at any level of econometrics. A great applied complement to the Cameron and Trivedi or even the Woolridge on panel data.
1 of 1 people found the following review helpful
Stats with stata 10 Sep 2011
By Gary Uzonyi - Published on Amazon.com
Format:Paperback|Amazon Verified Purchase
Very easy book for a beginner to follow along with. Places the econometrics right next to the stata code. I would highly recommend this book for a beginning or intermediate stata user who has some knowledge of statistics
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