Microeconometrics Using Stata, Second Edition, Volume II: Nonlinear Models and Casual Inference Methods

Microeconometrics Using Stata,Second Edition is a comprehensive reference for researchers and students interested in applied microeconometric methods, covering classic techniques and introducing modern methods, with extensive coverage of simulations and coding.

Format: Paperback / softback
Length: 858 pages
Publication date: 28 July 2022
Publisher: Stata Press

Microeconometrics Using Stata, Second Edition, is a comprehensive and invaluable resource for researchers and students interested in applied microeconometric methods. This text, like its predecessors, encompasses a wide range of classic microeconometric techniques, including linear models, instrumental-variables regression, panel-data estimation, and nonlinear models such as probit, tobit, Poisson, and choice models. Each discussion in the book has been thoroughly updated to showcase the most modern implementation in Stata, accompanied by additional explanations of the underlying methods. Furthermore, the authors introduce readers to the process of performing simulations in Stata and utilize simulations to illustrate various methods throughout the text. They even guide readers on how to code their own estimators in Stata, expanding their knowledge and skills.

The second edition of this text has undergone a significant expansion, making it a two-volume publication. The new material is extensive, reflecting the latest developments in econometric methods. In addition to the classic techniques, the book now includes comprehensive chapters on duration models, randomized control trials, exogenous treatment effects, endogenous treatment effects, models for endogeneity and heterogeneity, including finite mixture models, structural equation models, and nonlinear mixed-effects models. Other chapters cover spatial autoregressive models, semiparametric regression, lasso for prediction and inference, Bayesian analysis, and more.

This book serves as an ideal companion for anyone seeking to learn both classic and modern econometric methods. It provides a thorough and practical guide to implementing various techniques described in the text, making it invaluable for researchers and practitioners alike. Whether you are working with your own data or exploring econometric theories, Microeconometrics Using Stata, Second Edition, will be your trusted reference for years to come. Its comprehensive coverage, updated implementation, and practical insights make it a must-have resource for anyone interested in advancing their knowledge in microeconometrics.

Weight: 1736g
Dimension: 242 x 186 x 53 (mm)
ISBN-13: 9781597183628
Edition number: 2 ed