Nonparametric econometric methods:
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
Bingley [u.a.]
Emerald
2009
|
| Edition: | 1. ed. |
| Series: | Advances in econometrics
25 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis Klappentext |
| Physical Description: | XX, 549 S. Ill., graph. Darst., Kt |
| ISBN: | 9781849506236 184950623X |
Staff View
MARC
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Record in the Search Index
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|---|---|
| adam_text | CONTENTS
LIST OF CONTRIBUTORS
ix
CALL FOR PAPERS
xiii
INTRODUCTION
xv
PART I: MODEL IDENTIFICATION
AND TESTING OF ECONOMETRIC
MODELS
PARTIAL IDENTIFICATION OF THE
DISTRIBUTION OF TREATMENT
EFFECTS AND ITS CONFIDENCE SETS
Yanqin Fan and Sang
Soo
Park
3
CROSS-VALIDATED BANDWIDTHS AND
SIGNIFICANCE TESTING
Christopher
F. Parmeter,
Zhiyuan Zheng and
71
Patrick McCann
PART II: ESTIMATION OF SEMIPARAMETRIC
MODELS
SEMIPARAMETRIC ESTIMATION OF
FIXED-EFFECTS PANEL DATA VARYING
COEFFICIENT MODELS
Yiguo Sun, Raymond J. Carroll and
Dingding
Li
101
vi
CONTENTS
FUNCTIONAL COEFFICIENT ESTIMATION
WITH BOTH CATEGORICAL AND
CONTINUOUS DATA
Liangjun
Su,
Ye Chen and
Aman Ullah
131
PART
Ш:
EMPIRICAL APPLICATIONS OF
NONPARAMETRIC METHODS
THE EVOLUTION OF THE CONDITIONAL
JOINT DISTRIBUTION OF LIFE EXPECTANCY
AND PER CAPITA INCOME GROWTH
Thanasis Stengos, Brennan S. Thompson
171
and Ximing Wu
A NONPARAMETRIC QUANTILE ANALYSIS OF
GROWTH AND GOVERNANCE
Kim P. Huynh and David T. Jacho-Chavez
193
NONPARAMETRIC ESTIMATION OF
PRODUCTION RISK AND RISK
PREFERENCE FUNCTIONS
Subal C. Kumbhakar and Efthymios G. Tsionas
223
PART IV: COPULA AND DENSITY
ESTIMATION
EXPONENTIAL SERIES ESTIMATION OF
EMPIRICAL COPULAS WITH APPLICATION
TO FINANCIAL RETURNS
Chinman Chui and Ximing Wu
263
NONPARAMETRIC ESTIMATION OF
MULTIVARIATE CDF WITH CATEGORICAL AND
CONTINUOUS DATA
Gaosheng
Ju, Rui Li
and Zhongwen Liang
291
Contents
vii
HIGHER ORDER
BIAS REDUCTION OF KERNEL
DENSITY AND DENSITY DERIVATIVE
ESTIMATION AT BOUNDARY POINTS
Peter Bearse and Paul Rilstone
319
PART V: COMPUTATION
NONPARAMETRIC AND SEMIPARAMETRIC
METHODS IN
R
Jeffrey S. Racine
335
PART VI: SURVEYS
SOME RECENT DEVELOPMENTS
IN NONPARAMETRIC FINANCE
Zongwu
Cai
and Yongmiao Hong
379
IMPOSING ECONOMIC CONSTRAINTS IN
NONPARAMETRIC REGRESSION: SURVEY,
IMPLEMENTATION, AND EXTENSION
Daniel J. Henderson and Christopher
F. Parmeter
433
FUNCTIONAL FORM OF THE
ENVIRONMENTAL KUZNETS CURVE
Hector
O. Zapata
and Krishna P. Paudel
471
SOME RECENT DEVELOPMENTS ON
NONPARAMETRIC ECONOMETRICS
Zongwu
Cai,
Jingping Gu and Qi Li
495
Nonparametric Econometric Methods
This Volume of Advances in Econometrics contains a selection of papers presented initially at
the 7th Annual Advances in Econometrics Conference held on the LSU campus in Baton
Rouge, Louisiana during November
14-16, 2008.
The theme of the conference was Nonparametric Econometric Methods, and the papers
selected for inclusion in this Volume span a range of nonparametric techniques including
kernel smoothing, empirical copulas, series estimators, and smoothing splines along with a
variety of semiparametric methods.
The papers in this Volume cover topics of interest to those who wish to familiarize themselves
with current nonparametric methodology. Many papers also identify areas that deserve future
attention. There exist survey papers devoted to recent developments in nonparametric finance,
constrained nonparametric regression, semiparametric/nonparametnc environmental
econometrics, and nonparametric models with nonstationary data. There exist theoretical
papers dealing with novel approaches for partial identification of the distribution of treatment
effects, fixed effects semiparametric panel data models, functional coefficient models with time
series data, exponential series estimators of empirical copulas, estimation of multivariate
CDFs, and bias-reduction methods for density estimation. There also exist a number of
applications that analyze returns to education, the evolution of income and life expectancy, the
role of governance in growth, farm production, city size and unemployment rates, derivative
pricing, and environmental pollution and economic growth.
In short, this Volume contains a range of theoretical developments, surveys, and applications
that would be of interest to those who wish to keep abreast of some of the most important
current developments in the field of nonparametric estimation.
|
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| id | DE-604.BV035894822 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:06:52Z |
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| isbn | 9781849506236 184950623X |
| language | English |
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| publishDate | 2009 |
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| publisher | Emerald |
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| series | Advances in econometrics |
| series2 | Advances in econometrics |
| spelling | Nonparametric econometric methods ed. by Qi Li ... 1. ed. Bingley [u.a.] Emerald 2009 XX, 549 S. Ill., graph. Darst., Kt txt rdacontent n rdamedia nc rdacarrier Advances in econometrics 25 Ökonometrisches Modell Econometric models Econometrics Nichtparametrisches Verfahren (DE-588)4339273-8 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content (DE-588)1071861417 Konferenzschrift gnd-content Ökonometrie (DE-588)4132280-0 s Nichtparametrisches Verfahren (DE-588)4339273-8 s DE-188 Li, Qi Sonstige oth Erscheint auch als Online-Ausgabe 978-1-84950-624-3 1-84950-624-8 Advances in econometrics 25 (DE-604)BV004012611 25 Digitalisierung UB Passau application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018752265&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Passau application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018752265&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Klappentext |
| spellingShingle | Nonparametric econometric methods Advances in econometrics Ökonometrisches Modell Econometric models Econometrics Nichtparametrisches Verfahren (DE-588)4339273-8 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4339273-8 (DE-588)4132280-0 (DE-588)4143413-4 (DE-588)1071861417 |
| title | Nonparametric econometric methods |
| title_auth | Nonparametric econometric methods |
| title_exact_search | Nonparametric econometric methods |
| title_full | Nonparametric econometric methods ed. by Qi Li ... |
| title_fullStr | Nonparametric econometric methods ed. by Qi Li ... |
| title_full_unstemmed | Nonparametric econometric methods ed. by Qi Li ... |
| title_short | Nonparametric econometric methods |
| title_sort | nonparametric econometric methods |
| topic | Ökonometrisches Modell Econometric models Econometrics Nichtparametrisches Verfahren (DE-588)4339273-8 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Ökonometrisches Modell Econometric models Econometrics Nichtparametrisches Verfahren Ökonometrie Aufsatzsammlung Konferenzschrift |
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