ENGLISH

Nonparametric Econometrics (Themes in Modern Econometrics)

By Aman Ullah , Adrian Pagan

Book information

Year
1999
ISBN
0521355648, 9780521355643
LCC
HB139 .P34 1999
Open Library ID
OL375349M
Language
english
Format
PDF
Filesize
18 MB (18623193 bytes)
Pages
444\222
Time added
2011-06-04 13:46:07

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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