Nonparametric Econometrics - Couverture rigide

Pagan, Adrian; Ullah, Aman

Couverture rigide

ISBN 10 : 0521355648 ISBN 13 : 9780521355643

Editeur : Cambridge University Press, 1999

Synopsis

Nonparametric Econometrics This book systematically and thoroughly covers a vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the last five decades.

A propos du livre

Présentation de l'éditeur :

This book systematically and thoroughly covers the vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the last 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. Nonparametric and semiparametric methods potentially offer considerable reward to applied researchers, owing to the methods' ability to adapt to many unknown features of the data. Professors Pagan and Ullah provide intuitive explanations of difficult concepts, heuristic developments of theory, and empirical examples emphasizing the usefulness of the modern nonparametric approach. The book should provide a new perspective on teaching and research in applied subjects in general and econometrics and statistics in particular.

Revue de presse :

'The authors of this well-produced volume merit high praise for their endeavours. This will be the most comprehensive summary of nonparametric statistics that we are likely to see for a long time. I can recommend it as a guide to recent work in an important area of mathematical statistics.' Short Book Reviews

À propos de cette édition

• Éditeur: Cambridge University Press
• Date d'édition: 1999
• ISBN 10: 0521355648
• ISBN 13: 9780521355643
• Reliure: Relié
• Nombre de pages: 444