Applied Nonparametric Econometrics (Paperback)

Language: English

Published by Cambridge University Press, Cambridge, 2015

0521279682 / 9780521279680

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Paperback. The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignore the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians. It discusses in depth, and in terms that someone with only one year of graduate econometrics can understand, basic to advanced nonparametric methods. The analysis starts with density estimation and motivates the procedures through methods that should be familiar to the reader. It then moves on to kernel regression, estimation with discrete data, and advanced methods such as estimation with panel data and instrumental variables models. The book pays close attention to the issues that arise with programming, computing speed, and application. In each chapter, the methods discussed are applied to actual data, paying attention to presentation of results and potential pitfalls. The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignore the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians, discussing basic to advanced nonparametric methods with applications. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

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Title
Applied Nonparametric Econometrics (Paperback)
Author
Daniel J. Henderson
Publisher
Cambridge University Press, Cambridge
Publication year
2015
Condition
new
Binding
Paperback
Language
English
ISBN 10
0521279682
ISBN 13
9780521279680

CitiRetail

Stevenage, United Kingdom

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AbeBooks seller since June 29, 2022

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