Cameron, Colin. Microeconometrics Using Stata : in 2 volumes / A. C. Cameron, P. K. Trivedi. - 2nd ed. - College Station, Texas : Stata Press, 2022. - ISBN 978-1-59718-359-8.
"Microeconometrics Using Stata", Second Edition is aimed at both students and researchers of economics and related social sciences. The first volume is intended to be a self-contained treatment that might also be used as an applied econometrics course text. It focuses on the linear regression model and includes instrumental-variables estimation, random- and fixed-effects models, quantile regression, and analytical and bootstrap inference. It additionally provides a brief introduction to nonlinear regression models. The second volume covers models for binary, multinomial, censored, duration, and count outcomes for both cross-sectional and panel datasets. It then covers causal methods for exogenous and endogenous treatment evaluations, spatial regression, semiparametric methods, machine learning for prediction and for causal inference, and Bayesian methods.