Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics

Racine, Jeffrey S. (EDT); Su, Liangjun (EDT); Ullah, Aman (EDT)

ISBN 10: 0199857946 / ISBN 13: 9780199857944

Edité par Oxford University Press, 2014

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Détails bibliographiques

• Titre: Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics
• Éditeur: Oxford University Press
• Date de parution: 2014
• Langue: anglais
• ISBN à 10 chiffres: 0199857946
• ISBN à 13 chiffres: 9780199857944
• Reliure: Couverture rigide
• État de l'article: As New

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Synopsis

This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. These data-driven models seek to replace the "classical " parametric models of the past, which were rigid and often linear. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures. They provide a balanced view of new developments in the analysis and modeling of applied sciences with cross-section, time series, panel, and spatial data sets. The major topics of the volume include: the methodology of semiparametric models and special regressor methods; inverse, ill-posed, and well-posed problems; different methodologies related to additive models; sieve regression estimators, nonparametric and semiparametric regression models, and the true error of competing approximate models; support vector machines and their modeling of default probability; series estimation of stochastic processes and some of their applications in Econometrics; identification, estimation, and specification problems in a class of semilinear time series models; nonparametric and semiparametric techniques applied to nonstationary or near nonstationary variables; the estimation of a set of regression equations; and a new approach to the analysis of nonparametric models with exogenous treatment assignment.

À propos de l?auteur

Jeffrey Racine is Professor in the Department of Economics and the Department of Mathematics and Statistics as well as Senator William McMaster Chair in Econometrics at McMaster University.
Liangjun Su is Associate Professor in the School of Economics at Singapore Management University and in the Guanghua School of Management at Peking University.
Aman Ullah is Distinguished Professor in the Department of Economics at University of California, Riverside.