TY  - BOOK
AU  - Cameron, A. Colin
AU  - Trivedi, P. K.
TI  - Microeconometrics: methods and applications
SN  - 9780521848053
U1  - 338.5 
PY  - 2009///
CY  - New York
PB  - Cambridge University Press
KW  - Econometric models
KW  - Microeconomics
N1  - Distinctive Aspects of Microeconometrics --
Book Outline --
Software --
Notation and Conventions --
Causal and Noncausal Models --
Structural Models --
Exogeneity --
Linear Simultaneous Equations Model --
Identification Concepts --
Single-Equation Models --
Potential Outcome Model --
Causal Modeling and Estimation Strategies --
Microeconomic Data Structures --
Observational Data --
Data from Social Experiments --
Data from Natural Experiments --
Core Methods --
Linear Models --
Regressions and Loss Functions --
Example: Returns to Schooling --
Ordinary Least Squares --
Weighted Least Squares --
Median and Quantile Regression --
Model Misspecification --
Instrumental Variables --
Instrumental Variables in Practice --
Maximum Likelihood and Nonlinear Least-Squares Estimation --
Overview of Nonlinear Estimators --
Extremum Estimators --
Estimating Equations --
Statistical Inference --
Maximum Likelihood --
Quasi-Maximum Likelihood --
Nonlinear Least Squares --
Example: ML and NLS Estimation --
Generalized Method of Moments and Systems Estimation --
Generalized Method of Moments --
Linear Instrumental Variables --
Nonlinear Instrumental Variables --
Sequential Two-Step m-Estimation --
Minimum Distance Estimation --
Empirical Likelihood --
Linear Systems of Equations --
Nonlinear Sets of Equations --
Hypothesis Tests --
Wald Test --
Likelihood-Based Tests --
Example: Likelihood-Based Hypothesis Tests --
Tests in Non-ML Settings --
Power and Size of Tests --
Monte Carlo Studies --
Bootstrap Example
ER  -