Paperback. 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 multiple locations in the US or from the UK, depending on stock availability.

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Bibliographic Details

Title: Nonparametric Econometrics (Paperback)
Publisher: Cambridge University Press, Cambridge
Publication Date: 1999
Language: English
ISBN 10: 0521586119
ISBN 13: 9780521586115
Binding: Paperback
Condition: new

About this title

Synopsis

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.

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

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