Book Cover
Book
Author Li, Qi, 1956-

Title Nonparametric econometrics : theory and practice / Qi Li and Jeffrey Scott Racine
Published Princeton, N.J. : Princeton University Press, [2007]
©2007

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Location Call no. Vol. Availability
 MELB  330.0151954 Lia/Net  AVAILABLE
Description xxi, 746 pages : illustrations ; 26 cm
Contents I. Nonparametric kernel methods -- 1. Density estimation -- 2. Regression -- 3. Frequency estimation with mixed data -- 4. Kernel estimation with mixed data -- 5. Conditional density estimation -- 6. Conditional CDF and quantile estimation -- II. Semiparametric methods -- 7. Semiparametric partially linear models -- 8. Semiparametric single index models -- 9. Additive and smooth (varying) coefficient semiparametric models -- 10. Selectivity models -- 11. Censored models -- III. Consistent models specification tests -- 12. Model specification tests -- 13. Nonsmoothing tests -- IV. Nonparametric nearest neighbor and series methods -- 14. K-nearest neighbor methods -- 15. Nonparametric series methods -- V. Time series, simultaneous equation, and panel data models -- 16. Instrumental variables and efficient estimation of semiparametric models -- 17. Endogeneity in nonparametric regression models -- 18. Weakly dependent data -- 19. Panel data models
20. Topics in applied nonparametric estimation -- A. Background statistical concepts
Bibliography Includes bibliographic references and indexes
Subject Econometrics.
Nonparametric statistics.
Author Racine, Jeffrey Scott, 1962-
LC no. 2006044989
ISBN 9780691121611 cloth alkaline paper
0691121613 cloth alkaline paper