Nonparametric Econometrics
by Adrian Pagan and Aman Ullah
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This book systematically and thoroughly covers a vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the past five decades. Within this framework, this is the first book to discuss the principles of the nonparametric approach to the topics covered in a first year graduate course in econometrics, e.g., regression function, heteroskedasticity, simultaneous equations models, logit-probit and censored models. Professors Pagan and Ullah provide intuitive explanations of difficult concepts, heuristic developments of theory, and empirical examples emphasizing the usefulness of modern nonparametric approach.
--back cover
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Nonparametric Econometrics
1999, Cambridge University Press
Paperback
in English
0521586119 9780521586115
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Edition Notes
Includes bibliographical references (p.383-418) and index.
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This book systematically and thoroughly covers a vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the past five decades. Within this framework, this is the first book to discuss the principles of the nonparametric approach to the topics covered in a first year graduate course in econometrics, e.g., regression function, heteroskedasticity, simultaneous equations models, logit-probit and censored models. Professors Pagan and Ullah provide intuitive explanations of difficult concepts, heuristic developments of theory, and empirical examples emphasizing the usefulness of modern nonparametric approach.
--back cover
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| February 13, 2020 | Edited by MARC Bot | remove fake subjects |
| July 29, 2019 | Edited by Lisa | Edited without comment. |
| July 29, 2019 | Edited by Lisa | Added new cover |
| July 29, 2019 | Edited by Lisa | Update covers |
| December 9, 2009 | Created by WorkBot | add works page |