| 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 |
|
