Adrian Pagan, Aman Ullah

Nonparametric Econometrics

• Broschiertes Buch

Produktbeschreibung

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.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 444
• Erscheinungstermin: 23. Februar 2006
• Englisch
• Abmessung: 229mm x 152mm x 26mm
• Gewicht: 716g
• ISBN-13: 9780521586115
• ISBN-10: 0521586119
• Artikelnr.: 21784437

Inhaltsangabe

1. Introduction
2. Methods of density estimation
3. Conditional moment estimation
4. Nonparametric estimation of derivatives
5. Semiparametric estimation of single equation models
6. Semi 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.