Micro-Econometrics: Methods of Moments and Limited Dependent Variables by Myoung-jae LeeEnglish | PDF | 2010 | 788 Pages | ISBN : 0387953760 | 6.1 MB
This book introduces econometrics at the graduate level, and then specializes in micro-econometrics topics such as method of moments, limited and qualitative dependent variables, sample-selection models, panel data, nonparametric estimators and specification tests, and semi(non)-parametric methods. The coverage is up-to-date and broad as well as in depth. Many empirical examples are included along with a computer program appendix. Both graduate students and researchers, applied or theoretical, in all disciplines using observational data will find this book useful as a textbook as well as a research monograph for self-study and reference.