Microeconometrics: Current Methods and Some Recent Developments

A. Cameron

Chapter 14 in Palgrave Handbook of Econometrics, 2009, pp 729-774 from Palgrave Macmillan

Abstract: Abstract This chapter surveys microeconometrics methods with the emphasis being on recent developments in these methods. The survey presumes the basic theory for the standard estimation methods (LS, ML and IV). Estimation methods surveyed include GMM, empirical likelihood, simulation-based estimation, Bayesian methods, quantile regression and semiparametric estimation. Inference methods include robust inference and bootstrap methods. The chapter addresses the recent literature on estimation of marginal effects that can be given a causative interpretation, notably treatment effects. The common data complications of nonrandom sampling, missing data and mismeasured data are also discussed.

Keywords: Ordinary Little Square; Unobserved Heterogeneity; Empirical Likelihood; Ordinary Little Square Estimator; Single Index Model (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-0-230-24440-5_14

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DOI: 10.1057/9780230244405_14

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