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...

• 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: ECONOMETRIA; METODOS DE ESTIMACION; ESTIMACION DE PARAMETROS; ESTADISTICA NO PARAMETRICA; ESTIMACION ESTADISTICA

Table of Contents:

• 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.