Microeconometrics: Methods and Applications

A. Colin Cameron is an Economics Professor at the University of California, Davis. He is currently the Director of the Center for Quantitative Social Science Research at that university. He has also taught at Ohio State University and held visiting positions at Indiana University at Bloomington, as well as a number of Australian and European universities.


Pravin K. Trivedi is the John H. Rudy Professor of Economics at Indiana University. He has also taught at The Australian National University and the University of Southampton, as well as a number of European universities on a short-term basis.


Microeconometrics: Methods and Applications is the most thorough treatment of microeconometrics to date, which is 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 written with the practitioner in mind. It is assumed that you have a basic understanding of the linear regression model and matrix algebra. The text is appropriate for a microeconometrics course, typically a second-year economics PhD course; data-oriented applied microeconometrics field courses; and as a reference work for graduate students and applied researchers looking to fill gaps in their toolkit.


The emphasis on nonlinear models and robust inference, simulation-based estimation, and problems with complex survey data are distinguishing features of the book. To illustrate the key models and methods, the book frequently employs numerical examples based on generated data. More importantly, it systematically incorporates empirical illustrations based on seven large and exceptionally rich data sets into the text.


Author: A. Colin Cameron and Pravin K. Trivedi

Link to buy: https://www.amazon.com/Microeconometrics-Methods-Applications-Colin-Cameron/dp/0521848059/

Ratings: 4.5 out of 5 stars (from 54 reviews)

Best Sellers Rank: #274,924 in Books

#33 in Econometrics & Statistics

#48 in Microeconomics (Books)

#291 in Probability & Statistics (Books)

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