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The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics (Oxford Handbooks) - Hardcover
Synopsis
This volume contains the latest research on nonparametric and semiparametric econometrics and statistics.
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About the Author
Jeffrey Racine is Professor in the Department of Economics and the Department of Mathematics and Statistics as well as Senator William McMaster Chair in Econometrics at McMaster University.
Liangjun Su is Associate Professor in the School of Economics at Singapore Management University and in the Guanghua School of Management at Peking University.
Aman Ullah is Distinguished Professor in the Department of Economics at University of California, Riverside.
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The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics (Oxford Handbooks)
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The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics (Oxford Handbooks)
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Oxford University Press, USA, 2014
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ISBN 13: 9780199857944
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The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics (Hardcover)
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ISBN 13: 9780199857944
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Hardcover. Condition: new. Hardcover. This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. These data-driven models seek to replace the classical parametric models of the past, which were rigid and often linear. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures.They provide a balanced view of new developments in the modeling of cross-section, time series, panel, and spatial data. Topics of the volume include: the methodology of semiparametric models andspecial regressor methods; inverse, ill-posed, and well-posed problems; methodologies related to additive models; sieve regression, nonparametric and semiparametric regression, and the true error of competing approximate models; support vector machines and their modeling of default probability; series estimation of stochastic processes and their application in Econometrics; identification, estimation, and specification problems in semilinear time series models; nonparametric and semiparametrictechniques applied to nonstationary or near nonstationary variables; the estimation of a set of regression equations; and a new approach to the analysis of nonparametric models with exogenous treatmentassignment. This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9780199857944
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