MICROECONOMETRICS USING STATA
SECOND EDITION: 2022
This new edition, especially the second volume, includes many newer topics and methods that could have appeared in an updated edition of our 2005 book Microeconometrics: Methods and Applications. While the methods are implemented here using Stata, the material is more generally relevant to any microeconometrics researcher, regardless of the programming language used.
Volume 1: Cross-Sectional and Panel Regression Models
Volume 2: Nonlinear Models and Causal Inference Methods
The new edition is much expanded (1,675 pages) and is split into two volumes. To assist the reader we have provided numerous cross-references and a much lengthier subject index.
The first volume (chapters 1-15) focuses on the linear regression model as well as providing a brief introduction to nonlinear regression models. This volume is an expanded version of chapters 1-10, and 12-13 and the appendices of the First and Revised Editions. In places there is greater explanation of underlying methods than in earlier editions, and much of the first volume is intended to be suitable for an advanced undergraduate course in addition to serving graduate students and researchers.