Microeconometrics

by Durlauf, Steven N.; Blume, Lawrence E.

• ISBN13: 9780230238817
• ISBN10: 0230238815
• Format: Paperback
• Copyright: 2009-12-15
• Publisher: Palgrave Macmillan

Summary

The New Palgrave Economics Collection

Author Biography

STEVEN N. DURLAUF is the Kenneth J. Arrow Professor of Economics at the University of Wisconsin at Madison, USA. He has served as Co-Director of the Economics Program of the Santa Fe Institute and is currently a Research Associate of the National Bureau of Economic Research. A Fellow of the Econometric Society, Durlauf's research covers a range of topics in macroeconomics, econometrics, and income inequality. He received a BA in Economics from Harvard in 1980 and his PhD in Economics from Yale in 1986.

LAWRENCE E BLUME is Goldwin Smith Professor of Economics at Cornell University, USA. He is a member of the external faculty at the Santa Fe Institute, where he has served as Co-Director of the Economics Program and on the Institute's steering committee. He teaches and conducts research in general equilibrium theory and game theory, and also has research projects on natural resource management and network design. A Fellow of the Econometric Society, he received an AB in Economics from Washington University and a PhD in Economics from Berkeley.

Table of Contents

List of Contributors	p. vii
General Preface	p. ix
Introduction	p. x
categorical data	p. 1
competing risks model	p. 6
computational methods in econometrics	p. 11
control functions	p. 20
decision theory in econometrics	p. 29
difference-in-difference estimators	p. 36
exchangeability	p. 40
extreme bounds analysis	p. 49
field experiments	p. 53
fixed effects and random effects	p. 59
identification	p. 65
local regression models	p. 78
logit models of individual choice	p. 83
longitudinal data analysis	p. 89
matching estimators	p. 108
maximum score methods	p. 122
mixture models	p. 129
natural experiments and quasi-natural experiments	p. 139
nonlinear panel data models	p. 154
nonparametric structural models	p. 169
partial identification in econometrics	p. 178
partial linear model	p. 189
propensity score	p. 194
proportional hazard model	p. 197
quantile regression	p. 202
regression-discontinuity analysis	p. 214
Roy model	p. 221
Rubin causal model	p. 229
selection bias and self-selection	p. 242
semiparametric estimation	p. 267
simulation-based estimation	p. 278
social interactions (empirics)	p. 293
spatial econometrics	p. 303
survey data, analysis of	p. 314
Tobit model	p. 323
treatment effect	p. 329
variance, analysis of	p. 339
Index	p. 348
Table of Contents provided by Ingram. All Rights Reserved.

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