The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics
Language: English
Published by Oxford University Press Inc, US, 2014
- Hardcover
- New
Seller: Rarewaves.com USA, London, London, United KingdomRarewaves.com USA
AbeBooks seller since June 11, 2025
Condition: New
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Add to basketItem description from seller
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 analysis and modeling of applied sciences with cross-section, time series, panel, and spatial data sets. The major topics of the volume include: the methodology of semiparametric models and special regressor methods; inverse, ill-posed, and well-posed problems; different methodologies related to additive models; sieve regression estimators, nonparametric and semiparametric regression models, and the true error of competing approximate models; support vector machines and their modeling of default probability; series estimation of stochastic processes and some of their applications in Econometrics; identification, estimation, and specification problems in a class of semilinear time series models; nonparametric and semiparametric techniques 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 treatment assignment.…
Seller Inventory # LU-9780199857944
- Title
- The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics
- Author
- Jeffrey Racine, Liangjun Su, Aman Ullah
- Publisher
- Oxford University Press Inc, US
- Publication year
- 2014
- Condition
- New
- Binding
- Hardback
- Language
- English
- ISBN 10
- 0199857946
- ISBN 13
- 9780199857944
- Item weight
- 1,056 grams
"Synopsis" may belong to another edition of this title.
About the Author
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.
"About the title" may belong to another edition of this title.
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