Nonparametric Econometrics
by Adrian PaganAman UllahChristian Gourieroux (Contribution by)Peter C. B. Phillips (Contribution by)Michael Wickens (Contribution by)Raymond Geuss (Contribution by)Quentin Skinner (Contribution by)Eric Ghysels (Contribution by)Richard J. Smith (Contribution by)
Format: Paperback
ISBN13: 9780521586115
Paperback|9780521586115
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Overview
This book systematically and thoroughly covers the vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the last five decades. Within this framework this is the first book to discuss the principles of the nonparametric approach to the topics covered in a first year graduate course in econometrics, e.g. regression function, heteroskedasticity, simultaneous equations models, logit-probit and censored models. Nonparametric and semiparametric methods potentially offer considerable reward to applied researchers, owing to the methods' ability to adapt to many unknown features of the data. Professors Pagan and Ullah provide intuitive explanations of difficult concepts, heuristic developments of theory, and empirical examples emphasizing the usefulness of the modern nonparametric approach. The book should provide a new perspective on teaching and research in applied subjects in general and econometrics and statistics in particular.
| ISBN-13 | 9780521586115 |
|---|---|
| ISBN-10 | 0521586119 |
| Weight | 1.43 Pounds |
| Dimensions | 6.00 x 1.12 x 9.00 In |
| List Price | $60.99 |
| Edition | 1st Edition |
| Format | Paperback |
|---|---|
| Language | English |
| Pages | 444 pages |
| Publisher | Cambridge University Press |
| Published On | 1999-06-13 |
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