Cameron, A. ColinA. Colin Cameron is Professor of Economics at the University of California, Davis. He currently serves as Director of that university's Center on Quantitative Social Science Research. He has also taught at the Ohio State University, and held short-term visiting positions at Indiana University at Bloomington and at a number of Australian and European universities. His research in microeconometrics has appeared in leading econometrics and economics journals. He is coauthor with Pravin Trivedi of Regression Analysis of Count Data (Econometric Society Monograph series No. 30, Cambridge University Press).Trivedi, Pravin K.Pravin K. Trivedi is John H. Rudy Professor of Economics at Indiana University at Bloomington. He has also taught at The Australian National University and University of Southampton, and has held short term visiting positions at a number of European universities. His research in microeconometrics has appeared in most leading econometrics and health economics journals. He coauthored Regression Analysis of Count Data with Colin Cameron and is on the editorial boards of the Econometrics Journal and the Journal of Applied Econometrics.

This text is the most comprehensive work to date on microeconometrics, its methods and applications.

1. Introduction; 2. Causal and non-causal models; 3. Microeconomic data structures; 4. Linear models; 5. ML and NLS estimation; 6. GMM and systems estimation; 7. Hypothesis tests; 8. Specification tests and model selection; 9. Semiparametric methods; 10. Numerical optimization; 11. Bootstrap methods; 12. Simulation-based methods; 13. Bayesian methods; 14. Binary outcome models; 15. Multinomial models; 16. Tobit and selection models; 17. Transition data: survival analysis; 18. Mixture models and unobserved heterogeneity; 19. Models of multiple hazards; 20. Models of count data; 21. Linear panel models: basics; 22. Linear panel models: extensions; 23. Nonlinear panel models; 24. Stratified and clustered samples; 25. Treatment evaluation; 26. Measurement error models; 27. Missing data and imputation; A. Asymptotic theory; B. Making pseudo-random draw.

This book deals with methods and models of microeconometrics, the statistical modeling of behavioral relationships based on data from sample surveys or actual or quasi-social experiments. The book is oriented to the graduate student and researcher using such data. The level of the book is post-first year PhD economics.