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.
General
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