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Nonparametric econometrics : theory and practice / Qi Li and Jeffrey Scott Racine.
Author
Li, Qi, 1956-
[Browse]
Format
Book
Language
English
Published/Created
Princeton, N.J. : Princeton University Press, ©2007.
Description
xxi, 746 pages : illustrations ; 26 cm
Availability
Copies in the Library
Location
Call Number
Status
Location Service
Notes
Firestone Library - Stacks
HB139 .L55 2006
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Firestone Library - Stacks
HB139 .L55 2006
Browse related items
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Details
Subject(s)
Econometrics
[Browse]
Nonparametric statistics
[Browse]
Related name
Racine, Jeffrey Scott, 1962-
[Browse]
Bibliographic references
Includes bibliographical references (p. [697]-736) and indexes.
Contents
I. Nonparametric kernel methods
1. Density estimation
2. Regression
3. Frequency estimation with mixed data
4. Kernel estimation with mixed data
5. Conditional density estimation
6. Conditional CDF and quantile estimation
II. Semiparametric methods
7. Semiparametric partially linear models
8. Semiparametric single index models
9. Additive and smooth (varying) coefficient semiparametric models
10. Selectivity models
11. Censored models
III. Consistent models specification tests
12. Model specification tests
13. Nonsmoothing tests
IV. Nonparametric nearest neighbor and series methods
14. K-nearest neighbor methods
15. Nonparametric series methods
V. Time series, simultaneous equation, and panel data models
16. Instrumental variables and efficient estimation of semiparametric models
17. Endogeneity in nonparametric regression models
18. Weakly dependent data
19. Panel data models
20. Topics in applied nonparametric estimation
A. Background statistical concepts.
Show 23 more Contents items
ISBN
9780691121611 ((alk. paper))
0691121613 ((alk. paper))
LCCN
2006044989
OCLC
67346329
International Article Number
9780691121611
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Nonparametric econometrics : theory and practice / Qi Li and Jeffrey Scott Racine.
id
SCSB-8875239