Abstract

This paper surveys methods that have been added to the microeconometrician’s toolkit over the past twenty-five years, and some recent developments in these newer methods. These methods include GMM, empirical likelihood, simulation-based estimation, quantile regression, semiparametric estimation, robust inference, and bootstrap. The paper also considers estimation of marginal effects that can be given a causative interpretation, notably treatment effects, unobserved heterogeneity, and common data complications of sampling and missing and mismeasured data.

Citations