Princeton University Library Catalog
- Author:
- Li, Qi, 1956- [Browse]
- Format:
- Book
- Language:
- English
- Published/Created:
- Princeton, N.J. : Princeton University Press, c2007.
- Description:
- xxi, 746 p. : ill. ; 26 cm.
- 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.
- Subject(s):
-
- ISBN:
-
- 9780691121611 (cloth : alk. paper)
- 0691121613 (cloth : alk. paper)
- LCCN:
- 2006044989
- OCLC:
- 67346329
- International Article Number:
- Related name:
- RCP:
- C - S
