Nonparametric Econometrics (Themes In Modern Econometrics)

 Nonparametric Econometrics (Themes in Modern Econometrics) ePub fb2 ebook

This book systematically and thoroughly covers a vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the past 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, si...

Series: Themes in Modern Econometrics
Paperback: 444 pages
Publisher: Cambridge University Press (June 13, 1999)
Language: English
ISBN-10: 9780521586115
ISBN-13: 978-0521586115
ASIN: 0521586119
Product Dimensions: 6 x 1 x 9 inches
Amazon Rank: 1406498
Format: PDF ePub Text djvu book

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Nonparametrics seems to be one of the most promising fields in econometrics. All econometricians should be aware of that and try to learn the basic tools. This book is a great beginning (perhaps you should read the chapter of nonparametrics in Johnst...



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equations models, logit-probit and censored models. Professors Pagan and Ullah provide intuitive explanations of difficult concepts, heuristic developments of theory, and empirical examples emphasizing the usefulness of 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.