Princeton University Library Catalog

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, 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:
  • 9780691121611
Related name:
RCP:
C - S