Nonparametric Econometrics (Paperback)
Adrian Pagan
Sold by AussieBookSeller, Truganina, VIC, Australia
AbeBooks Seller since 22 June 2007
New - Soft cover
Condition: New
Quantity: 1 available
Add to basketSold by AussieBookSeller, Truganina, VIC, Australia
AbeBooks Seller since 22 June 2007
Condition: New
Quantity: 1 available
Add to basketPaperback. 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. This book discusses the principles of the nonparametric approach to the topics covered in a first year graduate course in econometrics. It will provide a new perspective on teaching and research in applied subjects in general and econometrics and statistics in particular. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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