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08Applicant
07-30-2007, 03:44 PM
Can anyone recommend a micro econometrics textbook at a masters(maybe phd) level that has a strong focus on applications, specifically using logits and probits. Maybe a supplemental text from a first year phd program. I don't need it to be really heavy with theory, but a few chapters centered around examples would be really helpful.

shootermcgavin7
07-31-2007, 02:28 AM
Defer to king

KingOfConvenience
07-31-2007, 05:08 AM
I hear Wooldridge's Econometric Analysis of Cross-section and Panel Data is a good book. Greene's Econometric Analysis has the a few chapter's on these topics that cover the basics. I'm ambivalent about the Greene book, but I think it will meet your needs, since you don't want an second-year PhD course in this subject, but a decent introduction. We use Cameron's and Trivedi's Microeconometrics in the second year, but this really is something you might want as a reference if, say, Greene doesn't give you enough meat.

econbs
08-01-2007, 05:38 AM
this thread might be helpful: http://www.urch.com/forums/phd-economics/69327-introductory-econometrics-textbook.html

Edit: maybe this is slightly off topic...oh well

SunnyDutt
08-01-2007, 12:42 PM
If it's an introductory undergraduate level, go with Wooldridge's "Introductory Econometrics" book. It's awesome but on a graduate level, this is hard to predict I think. Hayashi's "Econometrics" and Greene's "Econometric Analysis" are often cited but I find that for econometrics, like mathematical statistics, it's very hard to find a book that everyone will like. For some reason, I find that I might like a good book while others dont and so on. Go to your university library and sift through some and see one that you personally like.

asianeconomist
08-05-2007, 04:21 PM
Take a look at Johnston & DiNardo. I found it useful.

KingOfConvenience
08-05-2007, 04:57 PM
Can anyone recommend a micro econometrics textbook at a masters(maybe phd) level that has a strong focus on applications, specifically using logits and probits.

Having thought about it more, I really think you should take a look at the Cameron and Trivedi book.