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 Browse related items Request
    Firestone Library - Stacks HB139 .L55 2006 Browse related items Request

      Details

      Subject(s)
      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.
      ISBN
      • 9780691121611 ((alk. paper))
      • 0691121613 ((alk. paper))
      LCCN
      2006044989
      OCLC
      67346329
      International Article Number
      • 9780691121611
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