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eBook Nonparametric Econometric Methods (Advances in Econometrics) ePub

eBook Nonparametric Econometric Methods (Advances in Econometrics) ePub

by Qi Li,Jeffrey Scott Racine

  • ISBN: 184950623X
  • Category: Mathematics
  • Subcategory: Math Science
  • Author: Qi Li,Jeffrey Scott Racine
  • Language: English
  • Publisher: Emerald Group Publishing Limited (December 4, 2009)
  • Pages: 760
  • ePub book: 1180 kb
  • Fb2 book: 1424 kb
  • Other: doc docx azw lrf
  • Rating: 4.3
  • Votes: 665

Description

This Volume of "Advances in Econometrics" contains a selection of papers presented initially at the 7th Annual Advances in. .

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

Advances in Econometrics publishes original scholarly econometrics papers with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business.

Advances in Econometrics publishes original scholarly econometrics papers with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature.

Nonparametric Econometrics - Qi Li. Index. Nonparametric and semiparametric methods have attracted a great deal of attention from statisticians in the past few decades, as evidenced by the vast array of texts written by statisticians including Prakasa Rao (1983), Devroye and Györfi (1985), Silverman (1986), Scott (1992), Bickel, Klaassen, Ritov and Wellner (1993), Wand and Jones (1995)

Электронная книга "Nonparametric Econometrics: Theory and Practice", Qi Li, Jeffrey Scott Racine

Электронная книга "Nonparametric Econometrics: Theory and Practice", Qi Li, Jeffrey Scott Racine. Эту книгу можно прочитать в Google Play Книгах на компьютере, а также на устройствах Android и iOS. Выделяйте текст, добавляйте закладки и делайте заметки, скачав книгу "Nonparametric Econometrics: Theory and Practice" для чтения в офлайн-режиме.

Nonparametric Econometrics by Li and Racine is a must for any serious econometrician or statistician who is working on cutting-edge problems. The theoretical treatment of nonparametric methods is remarkably complete in its coverage of mainstream and relatively arcane topics. I particularly like Li and Racine's general treatment of continuous and discrete regressors and of specification testing, topics that I have not seen handled in such a comprehensive fashion.

Qi Li. Jeffrey Scott Racine.

Nonparametric Econometrics: Theory and Practice. Qi Li and Jeffrey Scott Racine," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 885-886, June. Handle: RePEc:bes:jnlasa:v:103:y:2008:m:june:p:885-886. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

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Advances in Econometrics aims to annually publish original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout.

Advances in Econometrics aims to annually publish original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature.

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.