Econometric Analysis of Cross Section and Panel Data, second edition

Microeconometric Methods for Graduate Level Econometricians - Second Edition This comprehensive and thoroughly revised second edition of Microeconometric Methods is a must-have resource for graduate level econometrics students and researchers.

With a unified treatment of cross section and panel data methods, this book provides a rigorous yet intuitive approach to understanding the assumptions and estimation frameworks of modern econometric analysis. Covering both linear and nonlinear models, including dynamic and individual heterogeneity models, the book provides detailed coverage of specific methods such as probit and logit models, count data models, and duration analysis.

The author's focus on separating population and sampling assumptions allows for a more accurate understanding of econometric techniques and their applications. The second edition includes significant updates and revisions, including new coverage of missing data problems, cluster issues, inverse probability weighting, and treatment effects with panel data.

With its established link to the "generalized estimating equation" framework, this book is an essential tool for any econometrics researcher looking to stay ahead of the curve in their field.