Format:
XXI, 746 S.
,
graph. Darst.
ISBN:
0691121613
,
9780691121611
Note:
Includes bibliographical references (p. [697]-736) and indexes
,
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
Language:
English
Subjects:
Economics
,
Mathematics
Keywords:
Ökonometrie
;
Nichtparametrische Statistik
Bookmarklink
