Nonparametric econometric methods:
Gespeichert in:
Format: | Elektronisch E-Book |
---|---|
Sprache: | English |
Veröffentlicht: |
Bingley
Emerald
© 2009
|
Ausgabe: | 1st ed |
Schriftenreihe: | Advances in econometrics
25 |
Schlagworte: | |
Online-Zugang: | FAW01 FAW02 Volltext |
Beschreibung: | Includes bibliographical references Semiparametric estimation of fixed-effects panel data varying coefficient models / Yiguo Sun, Raymond J. Carroll, Dingding Li -- Functional coefficient estimation with both categorical and continuous data / Liangjun Su, Ye Chen, Aman Ullah -- The evolution of the conditional joint distribution of life expectancy and per capita income growth / Thanasis Stengos, Brennan S. Thompson, Ximing Wu -- A nonparametric quantile analysis of growth and governance / Kim P. Huynh, David T. Jacho-Chávez -- Nonparametric estimation of production risk and risk preference functions / Subal C. Kumbhakar, Efthymios G. Tsionas -- Exponential series estimation of empirical copulas with application to financial returns / Chinman Chui, Ximing Wu -- Nonparametric estimation of multivariate CDF with categorical and continuous data / Gaosheng Ju, Rui Li, Zhongwen Liang -- Partial identification of the distribution of treatment effects and its confidence sets / Yanqin Fan, Sang Soo Park -- Higher order bias reduction of kernel density and density derivative estimation at boundary points / Peter Bearse, Paul Rilstone -- Nonparametric and semiparametric methods in R / Jeffrey S. Racine -- Some recent developments in nonparametric finance / Zongwu Cai, Yongmiao Hong -- Imposing economic constraints in nonparametric regression : survey, implementation, and extension / Daniel J. Henderson, Christopher F. Parmeter -- Functional form of the environmental Kuznets curve / Hector O. Zapata, Krishna P. Paudel -- Some recent developments on nonparametric econometrics / Zongwu Cai, Jingping Gu, Qi Li -- Cross-validated bandwidths and significance testing / Christopher F. Parmeter, Zhiyuan Zheng, Patrick McCann -- Introduction / Qi Li, Jeffrey S. Racine 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 deserving of future attention. There exist survey papers devoted to recent developments in nonparametric nance, constrained nonparametric regression, miparametric/nonparametric environmental econometrics and nonparametric models with non-stationary data. There exist theoretical papers dealing with novel approaches for partial identification of the distribution of treatment effects, xed 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 |
Beschreibung: | 1 Online-Ressource (xx, 549 pages) |
ISBN: | 1849506248 9781849506243 |
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500 | |a 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 deserving of future attention. There exist survey papers devoted to recent developments in nonparametric nance, constrained nonparametric regression, miparametric/nonparametric environmental econometrics and nonparametric models with non-stationary data. There exist theoretical papers dealing with novel approaches for partial identification of the distribution of treatment effects, xed 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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series | Advances in econometrics |
series2 | Advances in econometrics |
spelling | Nonparametric econometric methods edited by Qi Li, Jeffrey S. Racine 1st ed Bingley Emerald © 2009 1 Online-Ressource (xx, 549 pages) txt rdacontent c rdamedia cr rdacarrier Advances in econometrics v. 25 Includes bibliographical references Semiparametric estimation of fixed-effects panel data varying coefficient models / Yiguo Sun, Raymond J. Carroll, Dingding Li -- Functional coefficient estimation with both categorical and continuous data / Liangjun Su, Ye Chen, Aman Ullah -- The evolution of the conditional joint distribution of life expectancy and per capita income growth / Thanasis Stengos, Brennan S. Thompson, Ximing Wu -- A nonparametric quantile analysis of growth and governance / Kim P. Huynh, David T. Jacho-Chávez -- Nonparametric estimation of production risk and risk preference functions / Subal C. Kumbhakar, Efthymios G. Tsionas -- Exponential series estimation of empirical copulas with application to financial returns / Chinman Chui, Ximing Wu -- Nonparametric estimation of multivariate CDF with categorical and continuous data / Gaosheng Ju, Rui Li, Zhongwen Liang -- Partial identification of the distribution of treatment effects and its confidence sets / Yanqin Fan, Sang Soo Park -- Higher order bias reduction of kernel density and density derivative estimation at boundary points / Peter Bearse, Paul Rilstone -- Nonparametric and semiparametric methods in R / Jeffrey S. Racine -- Some recent developments in nonparametric finance / Zongwu Cai, Yongmiao Hong -- Imposing economic constraints in nonparametric regression : survey, implementation, and extension / Daniel J. Henderson, Christopher F. Parmeter -- Functional form of the environmental Kuznets curve / Hector O. Zapata, Krishna P. Paudel -- Some recent developments on nonparametric econometrics / Zongwu Cai, Jingping Gu, Qi Li -- Cross-validated bandwidths and significance testing / Christopher F. Parmeter, Zhiyuan Zheng, Patrick McCann -- Introduction / Qi Li, Jeffrey S. Racine 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 deserving of future attention. There exist survey papers devoted to recent developments in nonparametric nance, constrained nonparametric regression, miparametric/nonparametric environmental econometrics and nonparametric models with non-stationary data. There exist theoretical papers dealing with novel approaches for partial identification of the distribution of treatment effects, xed 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 BUSINESS & ECONOMICS / Econometrics bisacsh BUSINESS & ECONOMICS / Statistics bisacsh Econometric models fast Econometrics fast Gestion d'entreprises eclas Statistik Wirtschaft Ökonometrisches Modell Econometrics Econometric models Ökonometrie (DE-588)4132280-0 gnd rswk-swf Nichtparametrisches Verfahren (DE-588)4339273-8 gnd rswk-swf 1\p (DE-588)4143413-4 Aufsatzsammlung gnd-content 2\p (DE-588)1071861417 Konferenzschrift gnd-content Ökonometrie (DE-588)4132280-0 s Nichtparametrisches Verfahren (DE-588)4339273-8 s 3\p DE-604 Li, Qi Sonstige oth Racine, Jeffrey 1962- Sonstige (DE-588)133144720 oth Erscheint auch als Druck-Ausgabe 978-1-84950-623-6 1-84950-623-X Advances in econometrics 25 (DE-604)BV023055191 25 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=308848 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Nonparametric econometric methods Advances in econometrics BUSINESS & ECONOMICS / Econometrics bisacsh BUSINESS & ECONOMICS / Statistics bisacsh Econometric models fast Econometrics fast Gestion d'entreprises eclas Statistik Wirtschaft Ökonometrisches Modell Econometrics Econometric models 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)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 edited by Qi Li, Jeffrey S. Racine |
title_fullStr | Nonparametric econometric methods edited by Qi Li, Jeffrey S. Racine |
title_full_unstemmed | Nonparametric econometric methods edited by Qi Li, Jeffrey S. Racine |
title_short | Nonparametric econometric methods |
title_sort | nonparametric econometric methods |
topic | BUSINESS & ECONOMICS / Econometrics bisacsh BUSINESS & ECONOMICS / Statistics bisacsh Econometric models fast Econometrics fast Gestion d'entreprises eclas Statistik Wirtschaft Ökonometrisches Modell Econometrics Econometric models Ökonometrie (DE-588)4132280-0 gnd Nichtparametrisches Verfahren (DE-588)4339273-8 gnd |
topic_facet | BUSINESS & ECONOMICS / Econometrics BUSINESS & ECONOMICS / Statistics Econometric models Econometrics Gestion d'entreprises Statistik Wirtschaft Ökonometrisches Modell Ökonometrie Nichtparametrisches Verfahren Aufsatzsammlung Konferenzschrift |
url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=308848 |
volume_link | (DE-604)BV023055191 |
work_keys_str_mv | AT liqi nonparametriceconometricmethods AT racinejeffrey nonparametriceconometricmethods |