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Just released from Stata Press: Microeconometrics Using Stata, Second Edition

Stata Press is pleased to announce the release of Microeconometrics Using Stata, Second Edition, Volumes I and II, by A. Colin Cameron and Pravin K. Trivedi. This book not only debuted as Kindle’s #1 New Release but also immediately ranked high on Kindle’s competitive best-seller lists in categories such as Statistics, Microeconomics, Econometrics & Statistics, Education Software, Education Statistics, and Mathematical & Statistical.

Every applied economic researcher using Stata and everyone teaching or studying microeconometrics will benefit from Cameron and Trivedi’s two volumes. They are invaluable references of the theory and intuition behind microeconometric methods using Stata. Those familiar with Cameron and Trivedi’s Microeconometrics: Methods and Applications will find the same rigor. Those familiar with the previous edition of Microeconometrics Using Stata will find the familiar focus on Stata commands, their interpretation, and their connection with microeconometric theory as well as an introduction to computational concepts that should be part of any researcher’s toolbox. And readers will discover much more—so much more that the second edition required a second volume.

The first volume is intended to be a self-contained treatment that might be used as an applied econometrics course text. It focuses on the linear regression model and includes instrumental-variables estimation, random- and fixed-effects models, quantile regression, and analytical and bootstrap inference. It additionally provides a brief introduction to nonlinear regression models. The second volume builds on methods introduced in the first volume and walks readers through a wide range of more advanced methods useful in economic research. It covers models for binary, multinomial, censored, duration, and count outcomes for both cross-sectional and panel datasets. It then covers causal methods for exogenous and endogenous treatment evaluation, spatial regression, semiparametric methods, machine learning for prediction and for causal inference, and Bayesian methods.

With its encyclopedic coverage of modern econometric methods paired with many worked examples that demonstrate how to implement these methods in Stata, Microeconometrics Using Stata, Second Edition is a text that readers will come back to over and over for each new project or analysis they face. It is an essential reference for applied researchers and those taking microeconometrics courses.

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