Semiparametric regression for the applied econometrician /
Yatchew, Adonis.
Semiparametric regression for the applied econometrician / Adonis Yatchew. - New York : Cambridge University Press, 2003. - 1 online resource (xix, 213 pages) : illustrations. - Themes in modern econometrics . - Themes in modern econometrics. .
Includes bibliographical references (pages 197-207) and index.
Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; List of Figures and Tables; Preface; 1 Introduction to Differencing; 2 Background and Overview; 3 Introduction to Smoothing; 4 Higher-Order Differencing Procedures; 5 Nonparametric Functions of Several Variables; 6 Constrained Estimation and Hypothesis Testing; 7 Index Models and Other Semiparametric Specifications; 8 Bootstrap Procedures; Appendix A -- Mathematical Preliminaries; Appendix B -- Proofs; Appendix C -- Optimal Differencing Weights; Appendix D -- Nonparametric Least Squares; Appendix E -- Variable Definitions.
This book provides simple and flexible (nonparametric) techniques for analyzing regression data. It includes a series of empirical examples including estimation of Engel curves and equivalence scales, scale economies, household gasoline consumption, housing prices, option prices and state price density estimation.
0511064675 9780511064678 0511073135 9780511073137
EBL217892 eBook Library http://www.eblib.com
Econometrics.
Regression analysis.
BUSINESS & ECONOMICS--Econometrics.
BUSINESS & ECONOMICS--Statistics.
Regression analysis.
Econometrics.
Econometrics.
Regression analysis.
Electronic books.
HB139 / .Y38 2003eb
330/.01/519536
Semiparametric regression for the applied econometrician / Adonis Yatchew. - New York : Cambridge University Press, 2003. - 1 online resource (xix, 213 pages) : illustrations. - Themes in modern econometrics . - Themes in modern econometrics. .
Includes bibliographical references (pages 197-207) and index.
Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; List of Figures and Tables; Preface; 1 Introduction to Differencing; 2 Background and Overview; 3 Introduction to Smoothing; 4 Higher-Order Differencing Procedures; 5 Nonparametric Functions of Several Variables; 6 Constrained Estimation and Hypothesis Testing; 7 Index Models and Other Semiparametric Specifications; 8 Bootstrap Procedures; Appendix A -- Mathematical Preliminaries; Appendix B -- Proofs; Appendix C -- Optimal Differencing Weights; Appendix D -- Nonparametric Least Squares; Appendix E -- Variable Definitions.
This book provides simple and flexible (nonparametric) techniques for analyzing regression data. It includes a series of empirical examples including estimation of Engel curves and equivalence scales, scale economies, household gasoline consumption, housing prices, option prices and state price density estimation.
0511064675 9780511064678 0511073135 9780511073137
EBL217892 eBook Library http://www.eblib.com
Econometrics.
Regression analysis.
BUSINESS & ECONOMICS--Econometrics.
BUSINESS & ECONOMICS--Statistics.
Regression analysis.
Econometrics.
Econometrics.
Regression analysis.
Electronic books.
HB139 / .Y38 2003eb
330/.01/519536