Microeconometrics: Methods and ApplicationsCambridge University Press, 9 mai 2005 - 1034 pages 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. |
Table des matières
IV | 3 |
V | 5 |
VI | 10 |
VII | 14 |
VIII | 15 |
IX | 16 |
X | 18 |
XI | 20 |
CXLI | 521 |
CXLII | 523 |
CXLIII | 524 |
CXLIV | 527 |
CXLV | 528 |
CXLVI | 529 |
CXLVII | 530 |
CXLVIII | 536 |
XII | 22 |
XIII | 23 |
XIV | 29 |
XV | 31 |
XVII | 35 |
XVIII | 38 |
XIX | 39 |
XX | 40 |
XXI | 48 |
XXII | 54 |
XXIII | 58 |
XXIV | 61 |
XXV | 65 |
XXVI | 66 |
XXVII | 69 |
XXVIII | 70 |
XXIX | 81 |
XXX | 85 |
XXXI | 90 |
XXXII | 95 |
XXXIII | 103 |
XXXIV | 112 |
XXXVI | 116 |
XL | 117 |
XLI | 124 |
XLII | 133 |
XLIII | 135 |
XLIV | 139 |
XLV | 146 |
XLVI | 150 |
XLVII | 159 |
XLVIII | 163 |
L | 166 |
LI | 167 |
LII | 172 |
LIII | 183 |
LIV | 192 |
LV | 200 |
LVI | 202 |
LVII | 203 |
LVIII | 206 |
LIX | 214 |
LX | 219 |
LXI | 220 |
LXII | 223 |
LXIII | 224 |
LXIV | 233 |
LXV | 241 |
LXVI | 243 |
LXVII | 246 |
LXVIII | 250 |
LXIX | 254 |
LXX | 256 |
LXXI | 257 |
LXXII | 259 |
LXXIII | 260 |
LXXIV | 271 |
LXXV | 274 |
LXXVI | 278 |
LXXVII | 285 |
LXXVIII | 287 |
LXXIX | 291 |
LXXX | 292 |
LXXXI | 294 |
LXXXII | 295 |
LXXXIII | 298 |
LXXXIV | 307 |
LXXXV | 311 |
LXXXVI | 319 |
LXXXVII | 322 |
LXXXVIII | 330 |
LXXXIX | 333 |
XCI | 336 |
XCII | 341 |
XCIII | 348 |
XCIV | 352 |
XCV | 357 |
XCVI | 358 |
XCVII | 366 |
XCVIII | 368 |
XCIX | 373 |
C | 376 |
CI | 381 |
CII | 382 |
CIII | 384 |
CIV | 385 |
CV | 387 |
CVI | 393 |
CVII | 398 |
CVIII | 404 |
CIX | 406 |
CX | 410 |
CXI | 416 |
CXII | 419 |
CXIII | 420 |
CXIV | 435 |
CXV | 443 |
CXVI | 445 |
CXVII | 452 |
CXVIII | 454 |
CXIX | 456 |
CXX | 458 |
CXXII | 463 |
CXXIII | 464 |
CXXIV | 465 |
CXXV | 475 |
CXXVI | 478 |
CXXVII | 480 |
CXXVIII | 482 |
CXXIX | 486 |
CXXX | 487 |
CXXXII | 490 |
CXXXIII | 491 |
CXXXIV | 495 |
CXXXV | 500 |
CXXXVI | 504 |
CXXXVII | 507 |
CXXXVIII | 512 |
CXXXIX | 516 |
CXL | 519 |
CXLIX | 544 |
CL | 546 |
CLI | 553 |
CLII | 555 |
CLIII | 558 |
CLIV | 562 |
CLV | 566 |
CLVI | 568 |
CLVII | 569 |
CLVIII | 573 |
CLIX | 574 |
CLX | 576 |
CLXI | 579 |
CLXII | 580 |
CLXIII | 584 |
CLXIV | 591 |
CLXV | 592 |
CLXVI | 597 |
CLXVII | 600 |
CLXVIII | 603 |
CLXIX | 608 |
CLXXI | 611 |
CLXXII | 612 |
CLXXIII | 618 |
CLXXIV | 620 |
CLXXV | 621 |
CLXXVI | 625 |
CLXXVII | 628 |
CLXXVIII | 632 |
CLXXIX | 637 |
CLXXXI | 640 |
CLXXXII | 642 |
CLXXXIII | 648 |
CLXXXIV | 655 |
CLXXXV | 658 |
CLXXXVI | 662 |
CLXXXVII | 663 |
CLXXXVIII | 665 |
CLXXXIX | 666 |
CXC | 671 |
CXCI | 674 |
CXCII | 682 |
CXCIII | 685 |
CXCIV | 690 |
CXCVI | 691 |
CXCVII | 697 |
CXCVIII | 698 |
CXCIX | 708 |
CC | 715 |
CCI | 720 |
CCII | 726 |
CCIII | 734 |
CCIV | 737 |
CCV | 740 |
CCVII | 743 |
CCVIII | 744 |
CCIX | 754 |
CCX | 756 |
CCXI | 763 |
CCXII | 768 |
CCXIII | 770 |
CCXIV | 774 |
CCXV | 776 |
CCXVI | 777 |
CCXVII | 779 |
CCXVIII | 792 |
CCXIX | 795 |
CCXX | 800 |
CCXXI | 801 |
CCXXII | 802 |
CCXXIII | 808 |
CCXXV | 809 |
CCXXVI | 813 |
CCXXVII | 814 |
CCXXVIII | 817 |
CCXXIX | 822 |
CCXXX | 829 |
CCXXXI | 845 |
CCXXXII | 848 |
CCXXXIII | 853 |
CCXXXIV | 857 |
CCXXXVI | 860 |
CCXXXVII | 862 |
CCXXXVIII | 865 |
CCXXXIX | 871 |
CCXL | 878 |
CCXLI | 879 |
CCXLII | 883 |
CCXLIII | 889 |
CCXLIV | 896 |
CCXLV | 899 |
CCXLVI | 900 |
CCXLVII | 905 |
CCXLVIII | 911 |
CCXLIX | 919 |
CCL | 920 |
CCLI | 923 |
CCLII | 925 |
CCLIII | 928 |
CCLIV | 929 |
CCLV | 930 |
CCLVI | 932 |
CCLVII | 934 |
CCLVIII | 935 |
CCLIX | 939 |
CCLX | 940 |
CCLXI | 943 |
CCLXII | 944 |
CCLXIII | 947 |
CCLXIV | 948 |
CCLXV | 949 |
CCLXVI | 951 |
CCLXVII | 954 |
CCLXVIII | 955 |
CCLXIX | 956 |
CCLXX | 957 |
961 | |
1006 | |
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Expressions et termes fréquents
2SLS alternative analysis applications approach assumed assumption asymptotic average Bayesian bias binary bootstrap censored Chapter cluster coefficient computed conditional mean consider consistent estimate convergence correlated covariates defined denotes density dependent variable duration econometrics efficient endogenous equations example exogenous exponential fixed effects given in Section GMM estimator Hausman hazard function heteroskedastic homoskedastic inconsistent individual instrumental variables kernel leads likelihood linear model linear regression log-likelihood logit model measurement error methods microeconometrics missing data multinomial multivariate nonlinear models nonlinear regression nonparametric normally distributed observations obtained OLS estimator OLS regression outcome panel data parameters plim Poisson Poisson regression posterior probability probit propensity score random effects model random variable regression model regressors restrictions robust sample semiparametric simulation specification standard errors test statistic Theorem tion Tobit treatment truncated unobserved heterogeneity variance matrix vector Wald test y₁ yields zero