Cross-sectional and panel regression methods
著者
書誌事項
Cross-sectional and panel regression methods
（Microeconometrics using Stata, v. 1）
Stata Press, 2022
2nd ed
並立書誌 全1件
大学図書館所蔵 全27件
注記
Includes bibliographical references (p. [761]-775) and indexes
内容説明・目次
内容説明
Microeconometrics Using Stata, Second Edition is an invaluable reference for researchers and students interested in applied microeconometric methods.
Like previous editions, this text covers all the classic microeconometric techniques ranging from linear models to instrumental-variables regression to panel-data estimation to nonlinear models such as probit, tobit, Poisson, and choice models. Each of these discussions has been updated to show the most modern implementation in Stata, and many include additional explanation of the underlying methods. In addition, the authors introduce readers to performing simulations in Stata and then use simulations to illustrate methods in other parts of the book. They even teach you how to code your own estimators in Stata.
The second edition is greatly expanded-the new material is so extensive that the text now comprises two volumes. In addition to the classics, the book now teaches recently developed econometric methods and the methods newly added to Stata. Specifically, the book includes entirely new chapters on
duration models
randomized control trials and exogenous treatment effects
endogenous treatment effects
models for endogeneity and heterogeneity, including finite mixture models, structural equation models, and nonlinear mixed-effects models
spatial autoregressive models
semiparametric regression
lasso for prediction and inference
Bayesian analysis
Anyone interested in learning classic and modern econometric methods will find this the perfect companion. And those who apply these methods to their own data will return to this reference over and over as they need to implement the various techniques described in this book.
目次
Stata basics. Data management and graphics. Linear regression basics. Linear regression extensions. Simulation. Linear regression with correlated errors. Linear instrumental-variables regression. Linear panel-data models: Basics. Linear panel-data models: Extensions. Introduction to nonlinear regression. Tests of hypotheses and model specification. Bootstrap methods. Nonlinear regression methods. Flexible regression: Finite mixtures and nonparametric. Quantile regression. Programming in Stata. Mata. Optimization in Mata
「Nielsen BookData」 より