ENGLISH

Nonparametric econometrics

By Aman Ullah , Adrian Pagan

Book information

Publisher
Cambridge University Press
Year
1999
ISBN
0-521-35564-8, 9780521355643, 0-521-58611-9, 667-50-3333-6, 333-59-6667-8
Language
english
Format
DJVU
Filesize
6 MB (5961473 bytes)
Series
Themes in Modern Econometrics
Pages
443\443
Library
kolxoz
DPI
300
Time added
2015-12-12 14:00:00

Description

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, simultaneous 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

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