Nonparametric Econometrics - Aman Ullah,Adrian Pagan
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This book systematically and thoroughly covers a vast literature on the nonparametric 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, e.g., regression function, heteroskedasticity, simultaneous ... Pilns apraksts
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Aprašymas
This book systematically and thoroughly covers a vast literature on the nonparametric 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, e.g., 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 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.
Vairāk informācijas
| Autors | Aman Ullah, Adrian Pagan |
|---|---|
| Izdevējs | Cambridge University Press |
| Izlaides gads | 2004 |
| Vāka tips | Cietais vāks |
| EAN | 9780521355643 |