Nonparametric econometrics: a primer
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Boston ; Delft
now
[2008]
|
| Series: | Foundations and trends in econometrics
3:1, 2008 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Literaturverzeichnis Seite 85 - 92. - Einzelaufnahme eines Zeitschriftenheftes |
| Physical Description: | ix, 92 Seiten Diagramme |
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Record in the Search Index
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| adam_text | Contents 1 Introduction 1 2 Density and Probability Function Estimation 5 2.1 2.2 2.3 2.4 2.5 2.6 2.7 3 3.1 3.2 3.3 3.4 4 4.1 4.2 Parametric Density Estimators Histograms and Kernel Density Estimators Bandwidth Selection Frequency and Kernel Probability Estimators Kernel Density Estimation with Discrete and Continuous Data Constructing Error Bounds Curse-of-Dimensionality Conditional Density Estimation Kerne! Estimation of a Conditional PDF Kernel Estimation of a Conditional CDF Kernel Estimation of a Conditional Quantiie Binary Choice and Count Data Models Regression Local Constant Kernel Regression Local Polynomial Kernel Regression б 6 12 16 18 20 21 25 25 28 29 31 33 33 38
4.3 Assessing Goodness-of-Fit 4.4 A Resistant Local Constant Method 46 48 5 51 Semiparametric Regression 5.1 5.2 5.3 Partially Linear Models Index Models Smooth Coefficient (Varying Coefficient) Models 6 Panel Data Models 6.1 7 Nonparametrie Estimation of Fixed Effects Panel Data Models Consistent Hypothesis Testing 52 54 57 59 60 63 7.1 Testing Parametric Model Specification 7.2 A Significance Test for Nonparametrie Regression Models 64 66 8 71 8.1 8.2 8.3 8.4 9 Computational Considerations Use Binning Methods Use Transforms Exploit Parallelism Use Multipole and Tree-Based Methods 72 72 72 72 Software 75 Conclusions 77 Acknowledgments 79 Background Material 81 Notations and Acronyms 83 References 85
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| spelling | Racine, Jeffrey 1962- Verfasser (DE-588)133144720 aut Nonparametric econometrics a primer Jeffrey S. Racine, Department of Economics, McMaster University Boston ; Delft now [2008] ix, 92 Seiten Diagramme txt rdacontent n rdamedia nc rdacarrier Foundations and trends in econometrics 3:1, 2008 Literaturverzeichnis Seite 85 - 92. - Einzelaufnahme eines Zeitschriftenheftes Econometrics Nonparametric statistics Ökonometrie (DE-588)4132280-0 gnd rswk-swf Nichtparametrisches Verfahren (DE-588)4339273-8 gnd rswk-swf (DE-588)4123623-3 Lehrbuch gnd-content Ökonometrie (DE-588)4132280-0 s Nichtparametrisches Verfahren (DE-588)4339273-8 s b DE-604 Foundations and trends in econometrics 3:1, 2008 (DE-604)BV040753734 3:1, 2008 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017111436&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Racine, Jeffrey 1962- Nonparametric econometrics a primer Foundations and trends in econometrics Econometrics Nonparametric statistics Ökonometrie (DE-588)4132280-0 gnd Nichtparametrisches Verfahren (DE-588)4339273-8 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4339273-8 (DE-588)4123623-3 |
| title | Nonparametric econometrics a primer |
| title_auth | Nonparametric econometrics a primer |
| title_exact_search | Nonparametric econometrics a primer |
| title_full | Nonparametric econometrics a primer Jeffrey S. Racine, Department of Economics, McMaster University |
| title_fullStr | Nonparametric econometrics a primer Jeffrey S. Racine, Department of Economics, McMaster University |
| title_full_unstemmed | Nonparametric econometrics a primer Jeffrey S. Racine, Department of Economics, McMaster University |
| title_short | Nonparametric econometrics |
| title_sort | nonparametric econometrics a primer |
| title_sub | a primer |
| topic | Econometrics Nonparametric statistics Ökonometrie (DE-588)4132280-0 gnd Nichtparametrisches Verfahren (DE-588)4339273-8 gnd |
| topic_facet | Econometrics Nonparametric statistics Ökonometrie Nichtparametrisches Verfahren Lehrbuch |
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