Nonparametric Econometrics
Adrian Pagan, Aman Ullah · 1999
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About the book
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. --back cover
Book details
- Year
- 1999
- Language
- English
- Series
- Themes in Modern Econometrics
- Publisher
- Cambridge University Press
- Editions
- 4
- Pages
- 424
- ISBN
- 9780521586115
Data source: Wikidata