Semiparametric regression for the applied econometrician /

This book provides simple and flexible (nonparametric) techniques for analyzing regression data. It includes a series of empirical examples including estimation of Engel curves and equivalence scales, scale economies, household gasoline consumption, housing prices, option prices and state price dens...

Description complète

Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Yatchew, Adonis
Format: Électronique eBook
Langue:Inglés
Publié: New York : Cambridge University Press, 2003.
Collection:Themes in modern econometrics.
Sujets:
Econometrics.
Regression analysis.
Regression Analysis
Économétrie.
Analyse de régression.
BUSINESS & ECONOMICS > Econometrics.
BUSINESS & ECONOMICS > Statistics.
Accès en ligne:Texto completo
Table des matières:
  • Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; List of Figures and Tables; Preface; 1 Introduction to Differencing; 2 Background and Overview; 3 Introduction to Smoothing; 4 Higher-Order Differencing Procedures; 5 Nonparametric Functions of Several Variables; 6 Constrained Estimation and Hypothesis Testing; 7 Index Models and Other Semiparametric Specifications; 8 Bootstrap Procedures; Appendix A
  • Mathematical Preliminaries; Appendix B
  • Proofs; Appendix C
  • Optimal Differencing Weights; Appendix D
  • Nonparametric Least Squares; Appendix E
  • Variable Definitions.

Documents similaires