Microeconometrics: Methods and Applications
"This book presents an elegant and accessible treatment of the broad range of rapidly expanding topics currently being studied by microeconometricians.  Thoughtful, intuitive, and careful in laying out central concepts of sophisticated econometric methodologies, it is not only an excellent textbook for students, but also an invaluable reference text for practitioners and researchers." -Cheng Hsiao, University of Southern California"Cameron and Trivedi have written a remarkably thorough and up-to-date treatment of microeconometric methods. This is not a superficial cookbook; the early chapters carefully lay the theoretical foundations on which the authors build their discussion of methods for discrete and limited dependent variables and for analysis of longitudinal data.  A distinctive feature of the book is its attention to cutting-edge topics like semiparametric regression, bootstrap methods, simulation-based estimation, and empirical likelihood estimation.  A highly valuable book." -Gary Solon, University of Michigan