Nonparametric Econometrics
Title | Nonparametric Econometrics PDF eBook |
Author | Qi Li |
Publisher | Princeton University Press |
Pages | 769 |
Release | 2011-10-09 |
Genre | Business & Economics |
ISBN | 1400841062 |
A comprehensive, up-to-date textbook on nonparametric methods for students and researchers Until now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. Nonparametric Econometrics fills a major gap by gathering together the most up-to-date theory and techniques and presenting them in a remarkably straightforward and accessible format. The empirical tests, data, and exercises included in this textbook help make it the ideal introduction for graduate students and an indispensable resource for researchers. Nonparametric and semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing books on the subject operate from the presumption that the underlying data is strictly continuous in nature, more often than not social scientists deal with categorical data—nominal and ordinal—in applied settings. The conventional nonparametric approach to dealing with the presence of discrete variables is acknowledged to be unsatisfactory. This book is tailored to the needs of applied econometricians and social scientists. Qi Li and Jeffrey Racine emphasize nonparametric techniques suited to the rich array of data types—continuous, nominal, and ordinal—within one coherent framework. They also emphasize the properties of nonparametric estimators in the presence of potentially irrelevant variables. Nonparametric Econometrics covers all the material necessary to understand and apply nonparametric methods for real-world problems.
Applied Nonparametric Econometrics
Title | Applied Nonparametric Econometrics PDF eBook |
Author | Daniel J. Henderson |
Publisher | Cambridge University Press |
Pages | 381 |
Release | 2015-01-19 |
Genre | Business & Economics |
ISBN | 110701025X |
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.
Nonparametric Econometrics
Title | Nonparametric Econometrics PDF eBook |
Author | Qi Li |
Publisher | Princeton University Press |
Pages | 768 |
Release | 2023-07-18 |
Genre | Business & Economics |
ISBN | 0691248087 |
A comprehensive, up-to-date textbook on nonparametric methods for students and researchers Until now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. Nonparametric Econometrics fills a major gap by gathering together the most up-to-date theory and techniques and presenting them in a remarkably straightforward and accessible format. The empirical tests, data, and exercises included in this textbook help make it the ideal introduction for graduate students and an indispensable resource for researchers. Nonparametric and semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing books on the subject operate from the presumption that the underlying data is strictly continuous in nature, more often than not social scientists deal with categorical data—nominal and ordinal—in applied settings. The conventional nonparametric approach to dealing with the presence of discrete variables is acknowledged to be unsatisfactory. This book is tailored to the needs of applied econometricians and social scientists. Qi Li and Jeffrey Racine emphasize nonparametric techniques suited to the rich array of data types—continuous, nominal, and ordinal—within one coherent framework. They also emphasize the properties of nonparametric estimators in the presence of potentially irrelevant variables. Nonparametric Econometrics covers all the material necessary to understand and apply nonparametric methods for real-world problems.
Nonparametric Econometrics
Title | Nonparametric Econometrics PDF eBook |
Author | Adrian Pagan |
Publisher | Cambridge University Press |
Pages | 446 |
Release | 1999-06-28 |
Genre | Business & Economics |
ISBN | 0521355648 |
Covering the vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the last five decades, this book will be useful for first year graduate courses in econometrics.
An Introduction to the Advanced Theory and Practice of Nonparametric Econometrics
Title | An Introduction to the Advanced Theory and Practice of Nonparametric Econometrics PDF eBook |
Author | Jeffrey S. Racine |
Publisher | Cambridge University Press |
Pages | 436 |
Release | 2019-06-27 |
Genre | Business & Economics |
ISBN | 1108757286 |
Interest in nonparametric methodology has grown considerably over the past few decades, stemming in part from vast improvements in computer hardware and the availability of new software that allows practitioners to take full advantage of these numerically intensive methods. This book is written for advanced undergraduate students, intermediate graduate students, and faculty, and provides a complete teaching and learning course at a more accessible level of theoretical rigor than Racine's earlier book co-authored with Qi Li, Nonparametric Econometrics: Theory and Practice (2007). The open source R platform for statistical computing and graphics is used throughout in conjunction with the R package np. Recent developments in reproducible research is emphasized throughout with appendices devoted to helping the reader get up to speed with R, R Markdown, TeX and Git.
Introduction to Nonparametric Estimation
Title | Introduction to Nonparametric Estimation PDF eBook |
Author | Alexandre B. Tsybakov |
Publisher | Springer Science & Business Media |
Pages | 222 |
Release | 2008-10-22 |
Genre | Mathematics |
ISBN | 0387790527 |
Developed from lecture notes and ready to be used for a course on the graduate level, this concise text aims to introduce the fundamental concepts of nonparametric estimation theory while maintaining the exposition suitable for a first approach in the field.
Applied Nonparametric Regression
Title | Applied Nonparametric Regression PDF eBook |
Author | Wolfgang Härdle |
Publisher | Cambridge University Press |
Pages | 356 |
Release | 1990 |
Genre | Business & Economics |
ISBN | 9780521429504 |
This is the first book to bring together in one place the techniques for regression curve smoothing involving more than one variable.