Click here to skip to this page's main content.

New Feature: You can now embed Open Library books on your website!   Learn More
Last edited by ImportBot
July 29, 2014 | History

SEMIPARAMETRIC REGRESSION FOR THE APPLIED ECONOMETRICIAN 2 editions

SEMIPARAMETRIC REGRESSION FOR THE APPLIED ECONOMETRICIAN
ADONIS YATCHEW
About the Book

This book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimation of Engel curves and equivalence scales, scale economies, semiparametric Cobb-Douglas, translog and CES cost functions, household gasoline consumption, hedonic housing prices, option prices and state price density estimation. The book should be of interest to a broad range of economists including those working in industrial organization, labor, development, urban, energy and financial economics. A variety of testing procedures are covered including simple goodness of fit tests and residual regression tests. These procedures can be used to test hypotheses such as parametric and semiparametric specifications, significance, monotonicity and additive separability. Other topics include endogeneity of parametric and nonparametric effects, as well as heteroskedasticity and autocorrelation in the residuals. Bootstrap procedures are provided.

2 editions First published in 2003

Edition Read Borrow Buy
Cover of: SEMIPARAMETRIC REGRESSION FOR THE APPLIED ECONOMETRICIAN.
Publish date unknown, CAMBRIDGE UNIV PRESS
SEMIPARAMETRIC REGRESSION FOR THE APPLIED ECONOMETRICIAN.
in Undetermined
Cover of: Semiparametric Regression for the Applied Econometrician
2003, Cambridge University Press
Semiparametric Regression for the Applied Econometrician
eBook in English

History Created December 11, 2009 · 3 revisions Download catalog record: RDF / JSON

July 29, 2014 Edited by ImportBot import new book
June 23, 2010 Edited by ImportBot add details from OverDrive
December 11, 2009 Created by WorkBot add works page