Applied Microeconometrics Using Stata PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Applied Microeconometrics Using Stata PDF full book. Access full book title Applied Microeconometrics Using Stata by Adrian Colin Cameron. Download full books in PDF and EPUB format.
Author: Adrian Colin Cameron Publisher: Stata Press ISBN: 9781597180160 Category : Mathematics Languages : en Pages :
Book Description
Covering important topics omitted from basic introductions to Stata, Microeconometrics Using Statashows how to do microeconometric research using Stata. It provides the most complete and up-to-date survey of microeconometric methods available in Stata. After a brief introduction to Stata, the authors present linear regression, simulation, and generalized least squares methods. The section on cross-sectional techniques is complete with up-to-date treatments of instrumental-variables methods for linear models as well as quantile regression methods. The next section covers estimators for the parameters of linear panel-data models. The book explores standard random-effects and fixed-effects methods, along with mixed linear models used in many areas outside of econometrics. After introducing methods for nonlinear regression models, the authors discuss how to code new, nonlinear estimators in Stata. They show how to easily implement new nonlinear estimators. The authors also cover inference using analytical and bootstrap approximations to the distribution of test statistics. The book then contains a section on methods for different nonlinear models, including multinomial, selection, count-data, and nonlinear panel-data models. By combining intuitive introductions and detailed discussions of Stata examples, this bookprovides an invaluable hands-on introduction to microeconometrics.
Author: Adrian Colin Cameron Publisher: Stata Press ISBN: 9781597180160 Category : Mathematics Languages : en Pages :
Book Description
Covering important topics omitted from basic introductions to Stata, Microeconometrics Using Statashows how to do microeconometric research using Stata. It provides the most complete and up-to-date survey of microeconometric methods available in Stata. After a brief introduction to Stata, the authors present linear regression, simulation, and generalized least squares methods. The section on cross-sectional techniques is complete with up-to-date treatments of instrumental-variables methods for linear models as well as quantile regression methods. The next section covers estimators for the parameters of linear panel-data models. The book explores standard random-effects and fixed-effects methods, along with mixed linear models used in many areas outside of econometrics. After introducing methods for nonlinear regression models, the authors discuss how to code new, nonlinear estimators in Stata. They show how to easily implement new nonlinear estimators. The authors also cover inference using analytical and bootstrap approximations to the distribution of test statistics. The book then contains a section on methods for different nonlinear models, including multinomial, selection, count-data, and nonlinear panel-data models. By combining intuitive introductions and detailed discussions of Stata examples, this bookprovides an invaluable hands-on introduction to microeconometrics.
Author: Adrian Colin Cameron Publisher: ISBN: Category : Business & Economics Languages : en Pages : 738
Book Description
This outstanding introduction to microeconometrics research using Stata offers the most complete and up-to-date survey of methods available. The authors address each topic with an in-depth example and demonstrate how to use Stata's programming features to implement methods for which the application does not have a specific command.
Author: A. Colin Cameron Publisher: Cambridge University Press ISBN: 1139444867 Category : Business & Economics Languages : en Pages : 1058
Book Description
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.
Author: Christopher F. Baum Publisher: Stata Press ISBN: 1597180130 Category : Business & Economics Languages : en Pages : 362
Book Description
Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, this introduction illustrates how to apply econometric theories used in modern empirical research using Stata. The author emphasizes the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how to apply the theories to real data sets. The book first builds familiarity with the basic skills needed to work with econometric data in Stata before delving into the core topics, which range from the multiple linear regression model to instrumental-variables estimation.
Author: Christopher P. Adams Publisher: CRC Press ISBN: 1000282384 Category : Business & Economics Languages : en Pages : 399
Book Description
Focuses on the assumptions underlying the algorithms rather than their statistical properties Presents cutting-edge analysis of factor models and finite mixture models. Uses a hands-on approach to examine the assumptions made by the models and when the models fail to estimate accurately Utilizes interesting real-world data sets that can be used to analyze important microeconomic problems Introduces R programming concepts throughout the book. Includes appendices that discuss many of the concepts introduced in the book, as well as measures of uncertainty in microeconometrics.
Author: Partha Deb Publisher: ISBN: 9781597182287 Category : Medical care Languages : en Pages : 264
Book Description
Health Econometrics Using Stataby Partha Deb, Edward C. Norton, and Willard G. Manning provides an excellent overview of the methods used to analyze data on healthcare expenditure and use. Aimed at researchers, graduate students, and practitioners, this book introduces readers to widely used methods, shows them how to perform these methods in Stata, and illustrates how to interpret the results. Each method is discussed in the context of an example using an extract from the Medical Expenditure Panel Survey. After the overview chapters, the book provides excellent introductions to a series of topics aimed specifically at those analyzing healthcare expenditure and use data. The basic topics of linear regression, the generalized linear model, and log and Box-Cox models are covered with a tight focus on the problems presented by these data. Using this foundation, the authors cover the more advanced topics of models for continuous outcome with mass points, count models, and models for heterogeneous effects. Finally, they discuss endogeneity and how to address inference questions using data from complex surveys. The authors use their formidable experience to guide readers toward useful methods and away from less recommended ones. Their discussion of "health econometric myths" and the chapter presenting a framework for approaching health econometric estimation problems are especially useful for this aspect. , count models, and models for heterogeneous effects. Finally, they discuss endogeneity and how to address inference questions using data from complex surveys. The authors use their formidable experience to guide readers toward useful methods and away from less recommended ones. Their discussion of "health econometric myths" and the chapter presenting a framework for approaching health econometric estimation problems are especially useful for this aspect.
Author: Nigar Hashimzade Publisher: Edward Elgar Publishing ISBN: 0857931024 Category : Business & Economics Languages : en Pages : 627
Book Description
This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook concentrates on the most important issues, models and techniques for research in macroeconomics, and highlights the core methodologies and their empirical application in an accessible manner. Each chapter is largely self-contained, whilst the comprehensive introduction provides an overview of the key statistical concepts and methods. All of the chapters include the essential references for each topic and provide a sound guide for further reading. Topics covered include unit roots, non-linearities and structural breaks, time aggregation, forecasting, the Kalman filter, generalised method of moments, maximum likelihood and Bayesian estimation, vector autoregressive, dynamic stochastic general equilibrium and dynamic panel models. Presenting the most important models and techniques for empirical research, this Handbook will appeal to students, researchers and academics working in empirical macro and econometrics.
Author: Adrian Colin Cameron
Author: Adrian Colin Cameron
Author: Adrian Colin Cameron
Author: Adrian Colin Cameron
Author: Adrian Colin Cameron
Author: A. Colin Cameron
Author: Adrian Colin Cameron
Author: Christopher F. Baum
Author: Christopher P. Adams
Author: Partha Deb
Author: Nigar Hashimzade