This book systematically and thoroughly covers the vast literature
on the nonparametric and semiparametric statistics and econometrics
that has evolved over the last five decades. Within this framework
this is the first book to discuss the principles of the
nonparametric approach to the topics covered in a first year
graduate course in econometrics, e.g. regression function,
heteroskedasticity, simultaneous equations models, logit-probit and
censored models. Nonparametric and semiparametric methods
potentially offer considerable reward to applied researchers, owing
to the methods' ability to adapt to many unknown features of the
data. Professors Pagan and Ullah provide intuitive explanations of
difficult concepts, heuristic developments of theory, and empirical
examples emphasizing the usefulness of the modern nonparametric
approach. The book should provide a new perspective on teaching and
research in applied subjects in general and econometrics and
statistics in particular.
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