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.
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a very comprehensive cookbook
评分安排有些混亂
评分more advanced than Greene's
评分通讀完是不可能瞭,當作工具書,需要的時候讀一讀。很係統,關鍵是邏輯清晰。舉個例子,綫性麵闆部分區分瞭Model和Estimator,可以清晰地看齣Model和Estimator之間的關係,進而也就能分清楚“固定效應”和“隨機效應”到底是在說Model還是Estimator。
评分舉例很貼切,通讀下來覺得理論真的很完美,但是假設又太過理想化,很難應用。
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