The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics (Hardcover)

This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. These data-driven models seek to replace the "classical " parametric models of the past, which were rigid and often linear. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures. They provide a balanced view of new developments in the analysis and modeling of applied sciences with cross-section, time series, panel, and spatial data sets. The major topics of the volume include: the methodology of semiparametric models and special regressor methods; inverse, ill-posed, and well-posed problems; different methodologies related to additive models; sieve regression estimators, nonparametric and semiparametric regression models, and the true error of competing approximate models; support vector machines and their modeling of default probability; series estimation of stochastic processes and some of their applications in Econometrics; identification, estimation, and specification problems in a class of semilinear time series models; nonparametric and semiparametric techniques applied to nonstationary or near nonstationary variables; the estimation of a set of regression equations; and a new approach to the analysis of nonparametric models with exogenous treatment assignment.

General

Imprint:	Oxford UniversityPress
Country of origin:	United States
Series:	Oxford Handbooks
Release date:	February 2014
First published:	2014
Authors:	Jeffrey Racine (Professor) • Liangjun Su (Associate Professor) • Aman Ullah (Distinguished Professor)
Dimensions:	254 x 181 x 32mm (L x W x T)
Format:	Hardcover
Pages:	560
ISBN-13:	978-0-19-985794-4
Categories:	Books > Business & Economics > Economics > Economic forecasting Books > Business & Economics > Economics > Econometrics > Economic statistics Books > Science & Mathematics > Mathematics > Applied mathematics > General Promotions
LSN:	0-19-985794-6
Barcode:	9780199857944

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