Format:
Online-Ressource
Edition:
Online-Ausg. Online-Ausg
ISBN:
9781849506243
Series Statement:
Advances in econometrics 0731-9053 v. 25
Content:
Semiparametric estimation of fixed-effects panel data varying coefficient models / Yiguo Sun, Raymond J. Carroll, Dingding Li -- Functional coefficient estimation with both categorical and continuous data / Liangjun Su, Ye Chen, Aman Ullah -- The evolution of the conditional joint distribution of life expectancy and per capita income growth / Thanasis Stengos, Brennan S. Thompson, Ximing Wu -- A nonparametric quantile analysis of growth and governance / Kim P. Huynh, David T. Jacho-Ch(c)Øavez -- Nonparametric estimation of production risk and risk preference functions / Subal C. Kumbhakar, Efthymios G. Tsionas -- Exponential series estimation of empirical copulas with application to financial returns / Chinman Chui, Ximing Wu -- Nonparametric estimation of multivariate CDF with categorical and continuous data / Gaosheng Ju, Rui Li, Zhongwen Liang -- Partial identification of the distribution of treatment effects and its confidence sets / Yanqin Fan, Sang Soo Park -- Higher order bias reduction of kernel density and density derivative estimation at boundary points / Peter Bearse, Paul Rilstone -- Nonparametric and semiparametric methods in R / Jeffrey S. Racine -- Some recent developments in nonparametric finance / Zongwu Cai, Yongmiao Hong -- Imposing economic constraints in nonparametric regression : survey, implementation, and extension / Daniel J. Henderson, Christopher F. Parmeter -- Functional form of the environmental Kuznets curve / Hector O. Zapata, Krishna P. Paudel -- Some recent developments on nonparametric econometrics / Zongwu Cai, Jingping Gu, Qi Li -- Cross-validated bandwidths and significance testing / Christopher F. Parmeter, Zhiyuan Zheng, Patrick McCann -- Introduction / Qi Li, Jeffrey S. Racine. - This Volume of Advances in Econometrics contains a selection of papers presented initially at the 7th Annual Advances in Econometrics Conference held on the LSU campus in Baton Rouge, Louisiana during November 14-16, 2008. The theme of the conference was 'Nonparametric Econometric Methods', and the papers selected for inclusion in this Volume span a range of nonparametric techniques including kernel smoothing, empirical copulas, series estimators, and smoothing splines along with a variety of semiparametric methods. The papers in this Volume cover topics of interest to those who wish to familiarize themselves with current nonparametric methodology. Many papers also identify areas deserving of future attention. There exist survey papers devoted to recent developments in nonparametric nance, constrained nonparametric regression, miparametric/nonparametric environmental econometrics and nonparametric models with non-stationary data. There exist theoretical papers dealing with novel approaches for partial identification of the distribution of treatment effects, xed effects semiparametric panel data models, functional coefficient models with time series data, exponential series estimators of empirical copulas, estimation of multivariate CDFs and bias-reduction methods for density estimation. There also exist a number of applications that analyze returns to education, the evolution of income and life expectancy, the role of governance in growth, farm production, city size and unemployment rates, derivative pricing, and environmental pollution and economic growth. In short, this Volume contains a range of theoretical developments, surveys, and applications that would be of interest to those who wish to keep abreast of some of the most important current developments in the field of nonparametric estimation
Note:
Description based upon print version of record
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Front cover; Nonparametric Econometric Methods; Copyright page; Contents; List of contributors; Call for Papers; Introduction; 1. Model identification and testing of econometric models; 2. Estimation of semiparametric models; 3. Empirical applications of nonparametric methods; 4. Copula and density estimation; 5. Computation; 6. Surveys; Note; Part I: Model Identification and Testing of Econometric Models; Chapter 1. Partial identification of the distribution of treatment effects and its confidence sets; 1. Introduction
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2. Sharp bounds on the distribution of treatment effects and bounds on its D-parameters for randomized experiments3. More on sharp bounds on the joint distribution of potential outcomes and the distribution of treatment effects; 4. Nonparametric estimators of the sharp bounds and their asymptotic properties for randomized experiments; 5. Confidence sets for the distribution of treatment effects for randomized experiments; 6. Bias-corrected estimators of sharp bounds on the distribution of treatment effects for randomized experiments; 7. Simulation; 8. Conclusion; Notes; Acknowledgments
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ReferencesAppendix A. Proof of Eq. (23); Appendix B. Expressions for ysup,delta, yinf,delta, m(delta) and m(delta) for some known marginal distributions; Chapter 2. Cross-validated bandwidths and significance testing; 1. Introduction; 2. Nonparametric estimation and significance testing; 3. Monte Carlo illustration; 4. Conclusion; Notes; Acknowledgments; References; Part II: Estimation of Semiparametric Models; Chapter 3. Semiparametric estimation of fixed-effects panel data varying coefficient models; 1. Introduction; 2. Fixed-effects varying coefficient panel data models
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3. Nonparametric estimator and asymptotic theory4. Testing random effects versus fixed effects; 5. Monte Carlo simulations; 6. Conclusion; Acknowledgments; References; Chapter 4. Functional coefficient estimation with both categorical and continuous data; 1. Introduction; 2. Functional coefficient estimation with mixed data; 3. Monte Carlo simulations; 4. An empirical application: estimating the wage equation; 5. Conclusions; Note; Acknowledgments; References; Part III: Empirical Applications of Nonparametric Methods
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Chapter 5. The evolution of the conditional joint distribution of life expectancy and per capita income growth1. Introduction; 2. Data; 3. Empirical results; 4. Conclusion; Acknowledgments; Notes; References; Chapter 6. A nonparametric quantile analysis of growth and governance; 1. Introduction; 2. Governance and growth data; 3. Empirical methodology; 4. Concluding remarks; Notes; Acknowledgments; References; Technical Appendix; Chapter 7. Nonparametric estimation of production risk and risk preference functions; 1. Introduction
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2. Risk models with output price uncertainty and production risk
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Online-Ausg.
Additional Edition:
Erscheint auch als Druck-Ausgabe Nonparametric Econometric Methods
Language:
English
Keywords:
Electronic books
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