I received an email on my recent “Econometrics vs. Statistics” blog from an old friend early last week. We've always had a feisty relationship, so I was a bit surprised when he noted basic agreement with what I'd written. He also reminded me of a book we both purchased and discussed a few years back, “Microeconometrics, Methods and Applications,” by Cameron and Trivedi, that's become the go-to reference for many techniques of the “new” econometrics.
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