Nonparametric Econometrics (Paperback)

This book systematically and thoroughly covers a vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the past 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. Professors Pagan and Ullah provide intuitive explanations of difficult concepts, heuristic developments of theory, and empirical examples emphasizing the usefulness of 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.

General

Imprint:	Cambridge UniversityPress
Country of origin:	United Kingdom
Series:	Themes in Modern Econometrics
Release date:	June 1999
First published:	1999
Authors:	Adrian Pagan • Aman Ullah
Dimensions:	229 x 152 x 25mm (L x W x T)
Format:	Paperback - Trade
Pages:	444
ISBN-13:	978-0-521-58611-5
Categories:	Books > Business & Economics > Economics > Econometrics > General
LSN:	0-521-58611-9
Barcode:	9780521586115

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