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This text presents an introduction to microeconometrics and how to do microeconometric research using Stata. The authors address each topic with an in-depth Stata example and demonstrate how to use Stata's programming features to implement methods for which Stata does not have a specific command.

Quantitative methods in social research --- Quantitative methods (economics) --- Microeconomics --- Microéconomie --- Econometric models. --- Modèles économétriques --- Econometrics --- Econometric models --- Computer programs --- Computer programs. --- Stata. --- -Econometrics --- -AA / International- internationaal --- 303.0 --- #SBIB:303H4 --- #SBIB:303H520 --- 330.115 --- 519.5 --- Economics, Mathematical --- Statistics --- Price theory --- Economics --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken). --- Informatica in de sociale wetenschappen --- Methoden sociale wetenschappen: techniek van de analyse, algemeen --- Econometrie --- Stata --- Business & Economics --- Economic Theory --- 330.115 Econometrie --- Microéconomie --- Modèles économétriques --- AA / International- internationaal --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken) --- Kwantitatieve sociologische onderzoeksmethoden --- Micro-economie --- Kwantitatieve methoden (economie) --- Microeconomics - Econometric models --- Econometrics - Computer programs

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The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.

Econometrics --- 330.115 --- 519.2 --- 303.5 --- 305.970 --- AA / International- internationaal --- 51-7 --- Asymptotic theory in econometrics --- Asymptotic expansions --- 51-7 Mathematical studies and methods in other sciences. Scientific mathematics. Actuarial mathematics. Biometrics. Econometrics etc. --- Mathematical studies and methods in other sciences. Scientific mathematics. Actuarial mathematics. Biometrics. Econometrics etc. --- 330.115 Econometrie --- Econometrie --- Asymptotic theory --- Kwantitatieve methoden (economie) --- Wiskundige statistiek --- Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek) --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Asymptotic theory. --- Quantitative methods in social research --- Quantitative methods (economics) --- Mathematical statistics --- Économétrie --- Modèles linéaires (statistique) --- Théorie asymptotique --- Théorie asymptotique. --- Econométrie --- Théorie asymptotique --- Économétrie - Théorie asymptotique --- Économétrie --- Modèles linéaires (statistique) --- Théorie asymptotique.