Microeconometrics Using Stata, Second Edition, Volumes I and II

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 in Stata. It includes new chapters on duration models, randomized control trials, and Bayesian analysis and is an essential companion for learning and applying econometric methods.

Format: Mixed media product
Length: 1675 pages
Publication date: 21 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, serves as a comprehensive guide to a wide range of classic microeconometric techniques, encompassing linear models, instrumental-variables regression, panel-data estimation, and nonlinear models such as probit, tobit, Poisson, and choice models. Notably, each discussion in this edition has been thoroughly updated to reflect the most modern implementation in Stata, accompanied by additional explanations of the underlying methods.

Furthermore, the authors take readers on a journey of learning by introducing them to the art of performing simulations in Stata. They then utilize these simulations to illustrate and reinforce the methods discussed in various parts of the book. Additionally, the authors empower readers by teaching them how to code their own estimators in Stata, expanding their understanding and capabilities in the field.

The second edition of Microeconometrics Using Stata has undergone a significant expansion, making it an even more comprehensive and valuable resource. The new material is so extensive that the text has been divided into two volumes. In addition to covering the timeless classics, this edition delves into recently developed econometric methods and the methods that have been newly added to Stata. Specifically, the book includes entirely new 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.

Furthermore, the book explores spatial autoregressive models, semiparametric regression, lasso for prediction and inference, Bayesian analysis, and more. Whether you are a novice seeking to learn classic and modern econometric methods or an experienced researcher looking to apply these techniques to your own data, Microeconometrics Using Stata, Second Edition is your perfect companion. Its comprehensive coverage, updated implementation, and practical guidance make it a must-have reference for anyone interested in advancing their knowledge and expertise in microeconometrics.

Weight: 3379g
Dimension: 246 x 189 (mm)
ISBN-13: 9781597183598
Edition number: 2 ed