Semiparametric regression for the applied econometrician:
This book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimation of Engel curves and equivalence scales, scale economies, semiparametric Cobb-Douglas, translog and CES cost functions, household gasoline con...
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2003
|
| Series: | Themes in modern econometrics
|
| Subjects: | |
| Online Access: | BSB01 FHN01 UBG01 UPA01 Volltext |
| Summary: | This book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimation of Engel curves and equivalence scales, scale economies, semiparametric Cobb-Douglas, translog and CES cost functions, household gasoline consumption, hedonic housing prices, option prices and state price density estimation. The book should be of interest to a broad range of economists including those working in industrial organization, labor, development, urban, energy and financial economics. A variety of testing procedures are covered including simple goodness of fit tests and residual regression tests. These procedures can be used to test hypotheses such as parametric and semiparametric specifications, significance, monotonicity and additive separability. Other topics include endogeneity of parametric and nonparametric effects, as well as heteroskedasticity and autocorrelation in the residuals. Bootstrap procedures are provided |
| Item Description: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Physical Description: | 1 online resource (xix, 213 pages) |
| ISBN: | 9780511615887 9780511073137 |
| DOI: | 10.1017/CBO9780511615887 |
Staff View
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| id | DE-604.BV043918701 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:38:31Z |
| institution | BVB |
| isbn | 9780511615887 9780511073137 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029327783 |
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| physical | 1 online resource (xix, 213 pages) |
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| publishDate | 2003 |
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| publisher | Cambridge University Press |
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| spelling | Yatchew, Adonis John Verfasser (DE-588)170261409 aut Semiparametric regression for the applied econometrician Adonis Yatchew Cambridge Cambridge University Press 2003 1 online resource (xix, 213 pages) txt rdacontent c rdamedia cr rdacarrier Themes in modern econometrics Title from publisher's bibliographic system (viewed on 05 Oct 2015) This book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimation of Engel curves and equivalence scales, scale economies, semiparametric Cobb-Douglas, translog and CES cost functions, household gasoline consumption, hedonic housing prices, option prices and state price density estimation. The book should be of interest to a broad range of economists including those working in industrial organization, labor, development, urban, energy and financial economics. A variety of testing procedures are covered including simple goodness of fit tests and residual regression tests. These procedures can be used to test hypotheses such as parametric and semiparametric specifications, significance, monotonicity and additive separability. Other topics include endogeneity of parametric and nonparametric effects, as well as heteroskedasticity and autocorrelation in the residuals. Bootstrap procedures are provided Econometrics Regression analysis Regressionsanalyse (DE-588)4129903-6 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Semiparametrische Schätzung (DE-588)4232079-3 gnd rswk-swf Semiparametrisches Verfahren (DE-588)7576374-6 gnd rswk-swf Ökonometrie (DE-588)4132280-0 s Regressionsanalyse (DE-588)4129903-6 s Semiparametrische Schätzung (DE-588)4232079-3 s DE-604 Semiparametrisches Verfahren (DE-588)7576374-6 s 1\p DE-604 Erscheint auch als Druck-Ausgabe, Hardcover 978-0-521-81283-2 Erscheint auch als Druck-Ausgabe, Paperback 978-0-521-01226-3 https://doi.org/10.1017/CBO9780511615887 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Yatchew, Adonis John Semiparametric regression for the applied econometrician Econometrics Regression analysis Regressionsanalyse (DE-588)4129903-6 gnd Ökonometrie (DE-588)4132280-0 gnd Semiparametrische Schätzung (DE-588)4232079-3 gnd Semiparametrisches Verfahren (DE-588)7576374-6 gnd |
| subject_GND | (DE-588)4129903-6 (DE-588)4132280-0 (DE-588)4232079-3 (DE-588)7576374-6 |
| title | Semiparametric regression for the applied econometrician |
| title_auth | Semiparametric regression for the applied econometrician |
| title_exact_search | Semiparametric regression for the applied econometrician |
| title_full | Semiparametric regression for the applied econometrician Adonis Yatchew |
| title_fullStr | Semiparametric regression for the applied econometrician Adonis Yatchew |
| title_full_unstemmed | Semiparametric regression for the applied econometrician Adonis Yatchew |
| title_short | Semiparametric regression for the applied econometrician |
| title_sort | semiparametric regression for the applied econometrician |
| topic | Econometrics Regression analysis Regressionsanalyse (DE-588)4129903-6 gnd Ökonometrie (DE-588)4132280-0 gnd Semiparametrische Schätzung (DE-588)4232079-3 gnd Semiparametrisches Verfahren (DE-588)7576374-6 gnd |
| topic_facet | Econometrics Regression analysis Regressionsanalyse Ökonometrie Semiparametrische Schätzung Semiparametrisches Verfahren |
| url | https://doi.org/10.1017/CBO9780511615887 |
| work_keys_str_mv | AT yatchewadonisjohn semiparametricregressionfortheappliedeconometrician |