Microeconometrics using Stata

Microeconometrics using Stata

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An outstanding introduction to microeconometrics and how to do microeconometric research using Stata, this book covers topics often left out of microeconometrics textbooks and omitted from basic introductions to Stata. Cameron and Trivedi provide the most complete and up-to-date survey of microeconometric methods available in Stata. They begin by introducing simulation methods and then use them to illustrate features of the estimators and tests described in the rest of the book. They address each topic with an in-depth Stata example and demonstrate how to use Stata'cœŸs programming features to implement methods for which Stata does not have a specific command.Multi/Card Deck CopyPanel texts with complete coverage of the basic material are Baltagi (2008) and Hsiao (2003). The key Stata reference is [XT] Longitudinal/Panel-Data Reference Manual, especially [XT] xt and [XT] xtreg. Useful online help categories ... Hint: For example, for variable x, type by id: egen avex = mean (a:) followed by summarize x and then generate mdx = x - avex + r (mean) . Verify that you get the sameanbsp;...

Title:Microeconometrics using Stata
Author:Adrian Colin Cameron, P. K. Trivedi
Publisher:Statacorp Lp - 2009


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