Microeconometrics: Methods and Applications by A. Colin Cameron (PDF)

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.

User’s Reviews

Reviews from Amazon users which were colected at the time this book was published on the website:

⭐if you are interested in empirical econometrics, this is your book. make sure you keep track of those who borrow it though. mine was borrowed by so many people that i cant locate it any more. unfortunately this book doesn’t come equipped with “find my book” like iPhones.

⭐I am a graduate student doing applied Microeconomics. I’m working with data and encounter numerous tricky problems, such as instrumental variables, panel data analysis, bootstrapping etc. This book has some info on everything and provides a wonderful comprehensive starting point. Do yourself a favor and get this book instead of looking for info on the internet!Much more clear than “Econometric Analysis” by Greene for applied work.

⭐These guys did a hell of a job combining all the material into a single book. While this clearly shows by four or five distinct sets of notation throughout the book, they authors clearly did a great service to the profession by putting it all together under a single cover. I think every serious applied microeconomist should have a copy of this book.

⭐I am most curious about whether the book is exactly as the one required for our coursework. So the first several papers which provide the information on the edition, press, year of publishment and content are the most important. Besides, if there is any accessories such as CD, data set or student manuscript, information on whether these will all be accompanied with the book will be also needed.

⭐brand new book with good print

⭐THis text is clearly written and so helpful with many different econometrics models. It goes well beyond micro only. This one is a keeper.

⭐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.

⭐it is a very brilliant book。

⭐This book means a lot to me: this is how I have learned most of the econometrics I know.I think it suits both intermediate and advanced users because it is clear, detailed in terms of technicalities and applied examples.A must-have textbook for students and practitioners!

⭐I think it is a very qualified text book for graduate students to learn the econometrics. I would recommend to others to use it more .

⭐Good

⭐O livro chegou com um defeito na capa, apesar de ser um livro novo.This book teaches techniques, not econometrics. It’s just a compendium of instructions, for the mindless robot.I sometimes doubt if the authors knew what they were writing about…

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