Semiparametric regression for the applied econometrician:
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Bibliographic Details
Main Author: Yatchew, Adonis (Author)
Format: Electronic eBook
Language:English
Published: New York Cambridge University Press 2003
Series:Themes in modern econometrics
Subjects:
Online Access:FAW01
FAW02
Volltext
Item Description:Includes bibliographical references (p. 197-207) and index
Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; List of Figures and Tables; Preface; 1 Introduction to Differencing; 2 Background and Overview; 3 Introduction to Smoothing; 4 Higher-Order Differencing Procedures; 5 Nonparametric Functions of Several Variables; 6 Constrained Estimation and Hypothesis Testing; 7 Index Models and Other Semiparametric Specifications; 8 Bootstrap Procedures; Appendix A -- Mathematical Preliminaries; Appendix B -- Proofs; Appendix C -- Optimal Differencing Weights; Appendix D -- Nonparametric Least Squares; Appendix E -- Variable Definitions
This book provides simple and flexible (nonparametric) techniques for analyzing regression data. It includes a series of empirical examples including estimation of Engel curves and equivalence scales, scale economies, household gasoline consumption, housing prices, option prices and state price density estimation
Physical Description:1 Online-Ressource (xix, 213 p.)
ISBN:0511064675
0511073135
0521812836
9780511064678
9780511073137

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