Microeconometrics Using Stata
By A. Cameron, Pravin K. Trivedi. 2009
3,421 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/1ee3150eb739eca572ee667ad238e009da057ee9
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Citations in the corpus
- Cross-Border Spillover: U.S. Gun Laws and Violence in Mexico (2013, unknown): “First, although the Negative Binomial allows for over-dispersion in the data while the Poisson model assumes that the conditional mean equals the variance, this weakness can be overcome by estimating robust standard errors in Poisson regressions (Cameron and Trivedi, 2009).”
- Micro-economic determinants of tourist expenditure: a quantile regression approach. (2015, unknown): “Under general conditions, the QR estimator is normally distributed; its variance-covariance matrix entails a very demanding estimation and for this reason, Cameron and Trivedi (2010) suggest the use of the paired bootstrap method.”
- Exploring the relationship between climate change and rice yield in Bangladesh: An analysis of time series data (2012, methodology): “Consequently, quantile or median regression is suitable for heteroscedastic data and can thus correct the model for the problem of heteroscedasticity (Koenker and Bassett, 1978; Benhin, 2008; Cameron and Trivedi, 2009).”
- Do Fiscal Rules Constrain Fiscal Policy? A Meta-Regression-Analysis (2015, background): “Obtained results are interpreted directly with respect to their sign and level of statistical significance instead of computing explicit marginal effects (see Card et al., 2010; Cameron and Trivedi, 2010).”
- Retire in Peace: Officials’ Political Incentives and Corporate Diversification in China* (2018, methodology): “We used firm fixed-effect Poisson models with cluster-robust standard errors (Cameron and Trivedi, 2009).”
- Identifiability of Normal and Normal Mixture Models with Nonignorable Missing Data (2015, unknown): “16 of Cameron and Trivedi (2009).”