Format:
1 Online-Ressource (xii, 367 pages)
,
digital, PDF file(s)
ISBN:
9780511845765
Content:
The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignore the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians. It discusses in depth, and in terms that someone with only one year of graduate econometrics can understand, basic to advanced nonparametric methods. The analysis starts with density estimation and motivates the procedures through methods that should be familiar to the reader. It then moves on to kernel regression, estimation with discrete data, and advanced methods such as estimation with panel data and instrumental variables models. The book pays close attention to the issues that arise with programming, computing speed, and application. In each chapter, the methods discussed are applied to actual data, paying attention to presentation of results and potential pitfalls
Content:
Machine generated contents note: 1. Introduction; 2. Univariate density estimation; 3. Multivariate density estimation; 4. Testing; 5. Regression; 6. Testing; 7. Smoothing discrete variables; 8. Regression with discrete covariates; 9. Semiparametric methods; 10. Instrumental variables; 11. Panel data; 12. Constrained estimation and inference
Note:
Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Additional Edition:
ISBN 9781107010253
Additional Edition:
ISBN 9780521279680
Additional Edition:
Erscheint auch als Druck-Ausgabe ISBN 9781107010253
Language:
English
Subjects:
Economics
Keywords:
Ökonometrie
;
Nichtparametrische Schätzung
;
Nichtparametrisches Verfahren
DOI:
10.1017/CBO9780511845765
URL:
Volltext
(lizenzpflichtig)
Bookmarklink
