Details

Subject(s)

• Econometrics [Browse]

Related name

• Flachaire, Emmanuel [Browse]

Series

Practical econometrics [More in this series]

Summary note

This book allows those with a basic knowledge of econometrics to learn the main nonparametric and semiparametric techniques used in econometric modelling, and how to apply them correctly. It looks at kernel density estimation, kernel regression, splines, wavelets, and mixture models, and provides useful empirical examples throughout. Using empirical application, several economic topics are addressed, including income distribution, wage equation, economic convergence, the Phillips curve, interest rate dynamics, returns volatility, and housing prices. A helpful appendix also explains how to implement the methods using R.

Bibliographic references

Includes bibliographical references (p. 148-157) and index.

Contents

• Kernel density estimation
• Kernel regression
• Spline regression
• Wavelet regression
• Semi-parametric regression models
• Mixture models.

Show 3 more Contents items

ISBN

• 9780199578009 ((hbk.))
• 0199578001 ((hbk.))

LCCN

2010937008

OCLC

653082426

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