Description: 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.
Price: 170 AUD
Location: Hillsdale, NSW
End Time: 2024-12-04T10:09:02.000Z
Shipping Cost: 32.67 AUD
Product Images
Item Specifics
Return shipping will be paid by: Buyer
Returns Accepted: Returns Accepted
Item must be returned within: 60 Days
Return policy details:
EAN: 9781107010253
UPC: 9781107010253
ISBN: 9781107010253
MPN: N/A
Book Title: Applied Nonparametric Econometrics by Daniel J. He
Item Length: 25.7 cm
Number of Pages: 380 Pages
Language: English
Publication Name: Applied Nonparametric Econometrics
Publisher: Cambridge University Press
Publication Year: 2015
Subject: Economics
Item Height: 257 mm
Item Weight: 880 g
Type: Textbook
Author: Christopher F. Parmeter, Daniel J. Henderson
Item Width: 175 mm
Format: Hardcover