Business & Economics Books:

Themes in Modern Econometrics

Format

Paperback / softback

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Themes in Modern Econometrics by Adrian Pagan
$128.99
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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 13th, 1999
Country of Publication
United Kingdom
Illustrations
8 Tables, unspecified; 17 Line drawings, unspecified
Imprint
Cambridge University Press
Pages
444
Dimensions
152x229x25
ISBN-13
9780521586115
Product ID
2066300

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