Microeconometrics: Methods and Applications

A. ColinCameron Pravin K.Trivedi

• Cambridge University Press (2005年7月21日発売)

作品紹介・あらすじ

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.

感想・レビュー・書評

[yukinagさんの感想 · 2015年2月17日]

なんか買ったはいいが・・になりそうな予感も。

[fuuuさんの感想 · 2009年4月18日]

説明が詳しいです

[yagi-logitさんの感想 · 2008年1月5日]

ミクロ計量経済分析の手法がたっぷり。
読みこなせて使いこなせるようにならなくては・・・

[tetsuyasさんの感想 · 2007年4月19日]

集中講義で取り上げられ, 少し齧ってみた. 理論よりも, 実用性を重視した書き方で, 使いようによっては便利か?