Bibliografía

Referencias generales de microeconometría

• Cameron, A. C. y Trivedi, P. K. (2005). Microeconometrics: Methods and Applications. Cambridge University Press.

• Greene, W. H. (2018). Econometric Analysis (8ª ed.). Pearson.

• Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data. MIT Press.

• Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7ª ed.). Cengage.

• Stock, J. H. y Watson, M. W. (2019). Introduction to Econometrics (4ª ed.). Pearson.

• Long, J. S. y Freese, J. (2014). Regression Models for Categorical Dependent Variables Using Stata (3ª ed.). Stata Press.

Modelos de elección discreta (Capítulo 2)

• McFadden, D. (1974). “Conditional Logit Analysis of Qualitative Choice Behavior”. En Zarembka, P. (ed.), Frontiers in Econometrics. Academic Press.

Modelos para datos censurados (Capítulo 3)

• Tobin, J. (1958). “Estimation of Relationships for Limited Dependent Variables”. Econometrica, 26(1), 24-36.

• Heckman, J. J. (1979). “Sample Selection Bias as a Specification Error”. Econometrica, 47(1), 153-161.

• Olsen, R. J. (1978). “Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model”. Econometrica, 46(5), 1211-1215.

• McDonald, J. F. y Moffitt, R. A. (1980). “The Uses of Tobit Analysis”. Review of Economics and Statistics, 62(2), 318-321.

Modelos para datos de recuento (Capítulo 4)

• Cameron, A. C. y Trivedi, P. K. (2013). Regression Analysis of Count Data (2ª ed.). Cambridge University Press.

• Hausman, J. A., Hall, B. H. y Griliches, Z. (1984). “Econometric Models for Count Data with an Application to the Patents-R&D Relationship”. Econometrica, 52(4), 909-938.

• Akaike, H. (1973). “Information Theory and an Extension of the Maximum Likelihood Principle”. En Petrov, B. N. y Csáki, F. (eds.), 2nd International Symposium on Information Theory. Akadémiai Kiadó.

• Schwarz, G. (1978). “Estimating the Dimension of a Model”. Annals of Statistics, 6(2), 461-464.

• Burnham, K. P. y Anderson, D. R. (2002). Model Selection and Multimodel Inference (2ª ed.). Springer.

Datos de panel (Capítulo 5)

• Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6ª ed.). Springer.

• Arellano, M. (2003). Panel Data Econometrics. Oxford University Press.

• Hausman, J. A. (1978). “Specification Tests in Econometrics”. Econometrica, 46(6), 1251-1271.

• Arellano, M. y Bond, S. (1991). “Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations”. Review of Economic Studies, 58(2), 277-297.

• Grunfeld, Y. (1958). The Determinants of Corporate Investment. Tesis doctoral no publicada, Universidad de Chicago.

Tests y diagnóstico

• Shapiro, S. S. y Wilk, M. B. (1965). “An Analysis of Variance Test for Normality”. Biometrika, 52(3-4), 591-611.

• Jarque, C. M. y Bera, A. K. (1980). “Efficient Tests for Normality, Homoscedasticity and Serial Independence of Regression Residuals”. Economics Letters, 6(3), 255-259.

• Bartlett, M. S. (1937). “Properties of Sufficiency and Statistical Tests”. Proceedings of the Royal Society A, 160(901), 268-282.

• Kass, R. E. y Raftery, A. E. (1995). “Bayes Factors”. Journal of the American Statistical Association, 90(430), 773-795.