NONPARAMETRIC ECONOMETRICS by Adrian Pagan, Aman Ullah ( 9780511612503 )

Item Details

Title:

NONPARAMETRIC ECONOMETRICS

By:

Format:

Electronic book text

List price:	£135.00
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ISBN 10:

0511612508

ISBN 13:

9780511612503

Publisher:

CAMBRIDGE UNIVERSITY PRESS

Pub. date:

3 December, 2009

Series:

Themes in Modern Econometrics

Description:

This book systematically and thoroughly covers a vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the last five decades.

Synopsis:

This book systematically and thoroughly covers the vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the last five decades. Within this framework this is the first book to discuss the principles of the nonparametric approach to the topics covered in a first year graduate course in econometrics, e.g. regression function, heteroskedasticity, simultaneous equations models, logit-probit and censored models. Nonparametric and semiparametric methods potentially offer considerable reward to applied researchers, owing to the methods' ability to adapt to many unknown features of the data. Professors Pagan and Ullah provide intuitive explanations of difficult concepts, heuristic developments of theory, and empirical examples emphasizing the usefulness of the modern nonparametric approach. The book should provide a new perspective on teaching and research in applied subjects in general and econometrics and statistics in particular.

Illustrations:

17 b/w illus. 8 tables

Publication:

Imprint:

Cambridge University Press (Virtual Publishing)

Returns:

Non-returnable

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ECONOMETRICS