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Applied nonparametric econometrics /

Henderson, Daniel J.,

Applied nonparametric econometrics /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Applied nonparametric econometrics /Daniel J. Henderson, University of Alabama, Christopher F. Parmeter, University of Miami.
Author:	Henderson, Daniel J.,
other author:	Parmeter, Christopher F.,
Published:	New York, NY :Cambridge University Press,c2015.
Description:	xii, 462 p. :ills. ;23 cm.
Subject:	Econometrics.
ISBN:	9781107010253

Applied nonparametric econometrics /
Henderson, Daniel J.,

Applied nonparametric econometrics /Daniel J. Henderson, University of Alabama, Christopher F. Parmeter, University of Miami. - New York, NY :Cambridge University Press,c2015. - xii, 462 p. :ills. ;23 cm.

Includes bibliographical references (pages 343-357) and index.

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.

"Bridging the gap between applied economists and theoretical nonparametric econometricians, this book explains basic to advanced nonparametric methods with applications"--

ISBN: 9781107010253

LCCN: 2014-005138Subjects--Topical Terms:

182271
Econometrics.

LC Class. No.: HB139 / .H453 2015

Applied nonparametric econometrics /
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010 $a 2014-005138
020 $a 9781107010253 $q (hardback)
020 $a 110701025X $q (hardback)
020 $a 9780521279680 $q (paperback)
020 $a 0521279682 $q (paperback)
020 $z 9780511845765 $q (ebook)
020 $z 0511845766 $q (ebook)
035 $a (OCoLC)ocn878812576
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040 $a DLC $b eng $e rda $c DLC $d OCLCO $d BTCTA $d UKMGB $d OCLCF $d TKU
042 $a nbic
050 4 $a HB139 $b .H453 2015
100 1 $a Henderson, Daniel J., $e author. $3 733030
245 1 0 $a Applied nonparametric econometrics / $c Daniel J. Henderson, University of Alabama, Christopher F. Parmeter, University of Miami.
260 $a New York, NY : $b Cambridge University Press, $c c2015.
300 $a xii, 462 p. : $b ills. ; $c 23 cm.
504 $a Includes bibliographical references (pages 343-357) and index.
505 8 $a 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.
520 $a "Bridging the gap between applied economists and theoretical nonparametric econometricians, this book explains basic to advanced nonparametric methods with applications"-- $c Provided by publisher.
520 $a "The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignores 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"-- $c Provided by publisher.
650 0 $a Econometrics. $3 182271
650 0 $a Nonparametric statistics. $3 182700
700 1 $a Parmeter, Christopher F., $e author. $3 733031