Nonparametric econometrics /

"This book systematically and thoroughly covers a vast literature on the non-parametric and semiparametric statistics and econometrics that has evolved over the past five decades. Within this framework this is the first book to discuss the principles of the nonparametric approach to the topics...

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Bibliographic Details
Main Author: Pagan, Adrian R. (Adrian Rodney), 1947-
Other Authors: Ullah, Aman
Format: Book
Language:English
Published: Cambridge : Cambridge University Press, 1999
Series:Themes in modern econometrics.
Subjects:

MARC

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100 1 |a Pagan, Adrian R.  |q (Adrian Rodney),  |9 18004  |d 1947- 
245 1 0 |a Nonparametric econometrics /  |c Adrian N. Pagan, Aman Ullah. 
260 |a Cambridge :  |b Cambridge University Press,  |c 1999 
300 |a xviii, 424 p. 
490 0 |a Themes in modern econometrics. 
504 |a Incluye bibliografía 
505 0 |a 1. Introduction -- 2. Methods of Density Estimation -- 3. Conditional Moment Estimation -- 4. Nonparametric Estimation of Derivatives -- 5. Semiparametric Estimation of Single-Equation Models -- 6. Semiparametric and Nonparametric Estimation of Simultaneous Equation Models -- 7. Semiparametric Estimation of Discrete Choice Models -- 8. Semiparametric Estimation of Selectivity Models -- 9. Semiparametric Estimation of Censored Regression Models -- 10. Retrospect and Prospect -- A. Statistical Methods. 
520 3 |a "This book systematically and thoroughly covers a vast literature on the non-parametric and semiparametric statistics and econometrics that has evolved over the past 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, for example, regression function, heteroskedasticity, simultaneous equations models, logit-probit, and censored models. 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."- 
650 4 |a ECONOMETRIA  |9 86 
650 4 |a METODOS DE ESTIMACION  |9 364 
650 4 |a ESTIMACION DE PARAMETROS  |9 432 
650 4 |a ESTADISTICA NO PARAMETRICA  |9 2912 
653 4 |a ESTIMACION ESTADISTICA 
700 1 |a Ullah, Aman  |9 18005 
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