Nonparametric Econometrics: Adrian Pagan, Aman Ullah (Themes in Modern Econometrics) - Hardcover

Pagan, Adrian; Ullah, Aman

 
9780521355643: Nonparametric Econometrics: Adrian Pagan, Aman Ullah (Themes in Modern Econometrics)

Synopsis

This book systematically and thoroughly covers the vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the last 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. Nonparametric and semiparametric methods potentially offer considerable reward to applied researchers, owing to the methods' ability to adapt to many unknown features of the data. 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. The book should provide a new perspective on teaching and research in applied subjects in general and econometrics and statistics in particular.

"synopsis" may belong to another edition of this title.

Review

'The authors of this well-produced volume merit high praise for their endeavours. This will be the most comprehensive summary of nonparametric statistics that we are likely to see for a long time. I can recommend it as a guide to recent work in an important area of mathematical statistics.' Short Book Reviews

Book Description

The first book to discuss the principles of the nonparametric approach to the topics covered in a first year graduate course in econometrics. The book will provide a new perspective on teaching and research in applied subjects in general and econometrics and statistics in particular.

"About this title" may belong to another edition of this title.

Other Popular Editions of the Same Title

9780521586115: Nonparametric Econometrics: Adrian Pagan, Aman Ullah (Themes in Modern Econometrics)

Featured Edition

ISBN 10:  0521586119 ISBN 13:  9780521586115
Publisher: Cambridge University Press, 2008
Softcover