Book for Microeconometrics?

[walt526]

I'm interested in an applied econometrics methods text (preferably written for Stata) that goes into excruciating detail with regards to panel analysis as well as logit and probit models. Or multiple books. Ideally it would be have a good deal of examples and in terms of theory be "MA-level" econometrics.

Any suggestions? Thanks in advance.

[asa_sl]

cameron , thiveri microeconometrics is the one we used in 1st year.
but its not masters level. its phd level..

[LouisBD]

I would also say Cameron & Trivedi,
also suitable for masters imho.

I do not get the "preferably written for Stata" part. You could also take a look at the Stata manuals who supposedly are very good.

[tomal1134]

I am now dealing with Microeconometrics of Trivedi for panel data. (Though its only for panel data part of my course). You can also consult the woolridge. Its more friendly than Trivedis.

[secondsforlunch]

The previous posts mention a book by Cameron and Trivedi. They actually have two books. The first is Microeconometrics Using Stata which is an introduction to the topic using Stata (what else?). The other, Microeconometrics Methods and Applications, serves as a PhD-level treatment of the topic. Hope that helps.

[Gecko]

Badi Baltagi wrote a book recently - econometric analysis of panel data

[tomal1134]

Oops! I did not know they have another book. Microeconometrics methods and application it is.