Nonparametric Econometrics

Name: Nonparametric Econometrics
SKU: 1975663
Price: 357.00 NZD
Availability: InStock

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Format:

Hardback

Series:

Themes in Modern Econometrics

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Description

This book systematically and thoroughly covers a vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the past five decades. Within this framework, this is the first book to discuss the principles of the nonparametric approach to the topics covered in a first year graduate course in econometrics, e.g., regression function, heteroskedasticity, simultaneous equations models, logit-probit and censored models. Professors Pagan and Ullah provide intuitive explanations of difficult concepts, heuristic developments of theory, and empirical examples emphasizing the usefulness of modern nonparametric approach. The book should provide a new perspective on teaching and research in applied subjects in general and econometrics and statistics in particular.

Release date NZ

June 28th, 1999

Author

Audience

Professional & Vocational

Illustrations

8 Tables, unspecified; 17 Line drawings, unspecified

Pages

444

Series

Themes in Modern Econometrics

Dimensions

152x229x29

ISBN-13

9780521355643

Product ID

1975663

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