I bought a physical copy of the Schweser L1 books, and had them throw in the e-books as well for free. Been on pace to study 2 hours a day, though.

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Colin Cameron and Pravin K. Trivedi Publisher: Stata Press Copyright: 2010 ISBN-13: 978-1-59718-218-8 Pages: 706; eBook Price: $54.00 and translations available Comment from the Stata technical group Microeconometrics Using Stata, Revised Edition, by A. Colin Cameron and Pravin K. Trivedi, is an outstanding introduction to microeconometrics and how to do microeconometric research using Stata. Aimed at students and researchers, this book covers topics left out of microeconometrics textbooks and omitted from basic introductions to Stata.

Cameron and Trivedi provide the most complete and up-to-date survey of microeconometric methods available in Stata. The revised edition has been updated to reflect the new features available in Stata 11 germane to microeconomists. Instead of using mfx and the community-contributed margeff commands, the revised edition uses the new margins command, emphasizing both marginal effects at the means and average marginal effects. Factor variables, which allow you to specify indicator variables and interaction effects, replace the xi command. The new gmm command for generalized method of moments and nonlinear instrumental-variables estimation is presented, along with several examples. Finally, the chapter on maximum likelihood estimation incorporates the enhancements made to ml in Stata 11.

Early in the book, Cameron and Trivedi introduce simulation methods and then use them to illustrate features of the estimators and tests described in the rest of the book. While simulation methods are important tools for econometricians, they are not covered in standard textbooks. By introducing simulation methods, the authors arm students and researchers with techniques they can use in future work. Cameron and Trivedi address each topic with an in-depth Stata example, and they reference their 2005 textbook,, where appropriate. The authors also show how to use Stata’s programming features to implement methods for which Stata does not have a specific command. Although the book is not specifically about Stata programming, it does show how to solve many programming problems.