Applied nonparametric econometrics:
The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignore the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2015
|
| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 UBG01 URL des Erstveröffentlichers |
| Zusammenfassung: | The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignore the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians. It discusses in depth, and in terms that someone with only one year of graduate econometrics can understand, basic to advanced nonparametric methods. The analysis starts with density estimation and motivates the procedures through methods that should be familiar to the reader. It then moves on to kernel regression, estimation with discrete data, and advanced methods such as estimation with panel data and instrumental variables models. The book pays close attention to the issues that arise with programming, computing speed, and application. In each chapter, the methods discussed are applied to actual data, paying attention to presentation of results and potential pitfalls |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Beschreibung: | 1 online resource (xii, 367 pages) |
| ISBN: | 9780511845765 |
| DOI: | 10.1017/CBO9780511845765 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV043695111 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 160801s2015 |||| o||u| ||||||eng d | ||
| 020 | |a 9780511845765 |c Online |9 978-0-511-84576-5 | ||
| 024 | 7 | |a 10.1017/CBO9780511845765 |2 doi | |
| 035 | |a (ZDB-20-CBO)CR9780511845765 | ||
| 035 | |a (OCoLC)930540734 | ||
| 035 | |a (DE-599)BVBBV043695111 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-473 |a DE-12 |a DE-92 | ||
| 082 | 0 | |a 330.01/51954 |2 23 | |
| 084 | |a QH 300 |0 (DE-625)141566: |2 rvk | ||
| 084 | |a QH 330 |0 (DE-625)141569: |2 rvk | ||
| 100 | 1 | |a Henderson, Daniel J. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Applied nonparametric econometrics |c Daniel J. Henderson, University of Alabama, Christopher F. Parmeter, University of Miami |
| 264 | 1 | |a Cambridge |b Cambridge University Press |c 2015 | |
| 300 | |a 1 online resource (xii, 367 pages) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 500 | |a Title from publisher's bibliographic system (viewed on 05 Oct 2015) | ||
| 505 | 8 | |a Machine generated contents note: 1. Introduction; 2. Univariate density estimation; 3. Multivariate density estimation; 4. Testing; 5. Regression; 6. Testing; 7. Smoothing discrete variables; 8. Regression with discrete covariates; 9. Semiparametric methods; 10. Instrumental variables; 11. Panel data; 12. Constrained estimation and inference | |
| 520 | |a The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignore the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians. It discusses in depth, and in terms that someone with only one year of graduate econometrics can understand, basic to advanced nonparametric methods. The analysis starts with density estimation and motivates the procedures through methods that should be familiar to the reader. It then moves on to kernel regression, estimation with discrete data, and advanced methods such as estimation with panel data and instrumental variables models. The book pays close attention to the issues that arise with programming, computing speed, and application. In each chapter, the methods discussed are applied to actual data, paying attention to presentation of results and potential pitfalls | ||
| 650 | 4 | |a Econometrics | |
| 650 | 4 | |a Nonparametric statistics | |
| 650 | 0 | 7 | |a Nichtparametrisches Verfahren |0 (DE-588)4339273-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Ökonometrie |0 (DE-588)4132280-0 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Nichtparametrisches Verfahren |0 (DE-588)4339273-8 |D s |
| 689 | 0 | 1 | |a Ökonometrie |0 (DE-588)4132280-0 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 700 | 1 | |a Parmeter, Christopher F. |e Sonstige |4 oth | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druckausgabe |z 978-0-521-27968-0 |
| 776 | 0 | 8 | |i Erscheint auch als |n Druckausgabe |z 978-1-107-01025-3 |
| 856 | 4 | 0 | |u https://doi.org/10.1017/CBO9780511845765 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-20-CBO | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-029107681 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 966 | e | |u https://doi.org/10.1017/CBO9780511845765 |l BSB01 |p ZDB-20-CBO |q BSB_PDA_CBO |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1017/CBO9780511845765 |l FHN01 |p ZDB-20-CBO |q FHN_PDA_CBO |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1017/CBO9780511845765 |l UBG01 |p ZDB-20-CBO |q UBG_PDA_CBO |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804176472340955136 |
|---|---|
| any_adam_object | |
| author | Henderson, Daniel J. |
| author_facet | Henderson, Daniel J. |
| author_role | aut |
| author_sort | Henderson, Daniel J. |
| author_variant | d j h dj djh |
| building | Verbundindex |
| bvnumber | BV043695111 |
| classification_rvk | QH 300 QH 330 |
| collection | ZDB-20-CBO |
| contents | Machine generated contents note: 1. Introduction; 2. Univariate density estimation; 3. Multivariate density estimation; 4. Testing; 5. Regression; 6. Testing; 7. Smoothing discrete variables; 8. Regression with discrete covariates; 9. Semiparametric methods; 10. Instrumental variables; 11. Panel data; 12. Constrained estimation and inference |
| ctrlnum | (ZDB-20-CBO)CR9780511845765 (OCoLC)930540734 (DE-599)BVBBV043695111 |
| dewey-full | 330.01/51954 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330.01/51954 |
| dewey-search | 330.01/51954 |
| dewey-sort | 3330.01 551954 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| doi_str_mv | 10.1017/CBO9780511845765 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03608nmm a2200541zc 4500</leader><controlfield tag="001">BV043695111</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">160801s2015 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780511845765</subfield><subfield code="c">Online</subfield><subfield code="9">978-0-511-84576-5</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1017/CBO9780511845765</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-20-CBO)CR9780511845765</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)930540734</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043695111</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-473</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-92</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330.01/51954</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 300</subfield><subfield code="0">(DE-625)141566:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 330</subfield><subfield code="0">(DE-625)141569:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Henderson, Daniel J.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Applied nonparametric econometrics</subfield><subfield code="c">Daniel J. Henderson, University of Alabama, Christopher F. Parmeter, University of Miami</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge</subfield><subfield code="b">Cambridge University Press</subfield><subfield code="c">2015</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (xii, 367 pages)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Title from publisher's bibliographic system (viewed on 05 Oct 2015)</subfield></datafield><datafield tag="505" ind1="8" ind2=" "><subfield code="a">Machine generated contents note: 1. Introduction; 2. Univariate density estimation; 3. Multivariate density estimation; 4. Testing; 5. Regression; 6. Testing; 7. Smoothing discrete variables; 8. Regression with discrete covariates; 9. Semiparametric methods; 10. Instrumental variables; 11. Panel data; 12. Constrained estimation and inference</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignore the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians. It discusses in depth, and in terms that someone with only one year of graduate econometrics can understand, basic to advanced nonparametric methods. The analysis starts with density estimation and motivates the procedures through methods that should be familiar to the reader. It then moves on to kernel regression, estimation with discrete data, and advanced methods such as estimation with panel data and instrumental variables models. The book pays close attention to the issues that arise with programming, computing speed, and application. In each chapter, the methods discussed are applied to actual data, paying attention to presentation of results and potential pitfalls</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Econometrics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Nonparametric statistics</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Nichtparametrisches Verfahren</subfield><subfield code="0">(DE-588)4339273-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Ökonometrie</subfield><subfield code="0">(DE-588)4132280-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Nichtparametrisches Verfahren</subfield><subfield code="0">(DE-588)4339273-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Ökonometrie</subfield><subfield code="0">(DE-588)4132280-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Parmeter, Christopher F.</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druckausgabe</subfield><subfield code="z">978-0-521-27968-0</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druckausgabe</subfield><subfield code="z">978-1-107-01025-3</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1017/CBO9780511845765</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-20-CBO</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-029107681</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/CBO9780511845765</subfield><subfield code="l">BSB01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">BSB_PDA_CBO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/CBO9780511845765</subfield><subfield code="l">FHN01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">FHN_PDA_CBO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/CBO9780511845765</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">UBG_PDA_CBO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV043695111 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:32:43Z |
| institution | BVB |
| isbn | 9780511845765 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029107681 |
| oclc_num | 930540734 |
| open_access_boolean | |
| owner | DE-473 DE-BY-UBG DE-12 DE-92 |
| owner_facet | DE-473 DE-BY-UBG DE-12 DE-92 |
| physical | 1 online resource (xii, 367 pages) |
| psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO FHN_PDA_CBO ZDB-20-CBO UBG_PDA_CBO |
| publishDate | 2015 |
| publishDateSearch | 2015 |
| publishDateSort | 2015 |
| publisher | Cambridge University Press |
| record_format | marc |
| spelling | Henderson, Daniel J. Verfasser aut Applied nonparametric econometrics Daniel J. Henderson, University of Alabama, Christopher F. Parmeter, University of Miami Cambridge Cambridge University Press 2015 1 online resource (xii, 367 pages) txt rdacontent c rdamedia cr rdacarrier Title from publisher's bibliographic system (viewed on 05 Oct 2015) Machine generated contents note: 1. Introduction; 2. Univariate density estimation; 3. Multivariate density estimation; 4. Testing; 5. Regression; 6. Testing; 7. Smoothing discrete variables; 8. Regression with discrete covariates; 9. Semiparametric methods; 10. Instrumental variables; 11. Panel data; 12. Constrained estimation and inference The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignore the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians. It discusses in depth, and in terms that someone with only one year of graduate econometrics can understand, basic to advanced nonparametric methods. The analysis starts with density estimation and motivates the procedures through methods that should be familiar to the reader. It then moves on to kernel regression, estimation with discrete data, and advanced methods such as estimation with panel data and instrumental variables models. The book pays close attention to the issues that arise with programming, computing speed, and application. In each chapter, the methods discussed are applied to actual data, paying attention to presentation of results and potential pitfalls Econometrics Nonparametric statistics Nichtparametrisches Verfahren (DE-588)4339273-8 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Nichtparametrisches Verfahren (DE-588)4339273-8 s Ökonometrie (DE-588)4132280-0 s 1\p DE-604 Parmeter, Christopher F. Sonstige oth Erscheint auch als Druckausgabe 978-0-521-27968-0 Erscheint auch als Druckausgabe 978-1-107-01025-3 https://doi.org/10.1017/CBO9780511845765 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Henderson, Daniel J. Applied nonparametric econometrics Machine generated contents note: 1. Introduction; 2. Univariate density estimation; 3. Multivariate density estimation; 4. Testing; 5. Regression; 6. Testing; 7. Smoothing discrete variables; 8. Regression with discrete covariates; 9. Semiparametric methods; 10. Instrumental variables; 11. Panel data; 12. Constrained estimation and inference Econometrics Nonparametric statistics Nichtparametrisches Verfahren (DE-588)4339273-8 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4339273-8 (DE-588)4132280-0 |
| title | Applied nonparametric econometrics |
| title_auth | Applied nonparametric econometrics |
| title_exact_search | Applied nonparametric econometrics |
| title_full | Applied nonparametric econometrics Daniel J. Henderson, University of Alabama, Christopher F. Parmeter, University of Miami |
| title_fullStr | Applied nonparametric econometrics Daniel J. Henderson, University of Alabama, Christopher F. Parmeter, University of Miami |
| title_full_unstemmed | Applied nonparametric econometrics Daniel J. Henderson, University of Alabama, Christopher F. Parmeter, University of Miami |
| title_short | Applied nonparametric econometrics |
| title_sort | applied nonparametric econometrics |
| topic | Econometrics Nonparametric statistics Nichtparametrisches Verfahren (DE-588)4339273-8 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Econometrics Nonparametric statistics Nichtparametrisches Verfahren Ökonometrie |
| url | https://doi.org/10.1017/CBO9780511845765 |
| work_keys_str_mv | AT hendersondanielj appliednonparametriceconometrics AT parmeterchristopherf appliednonparametriceconometrics |