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Books > Business & Economics > Economics > Econometrics > Economic statistics
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Nonparametric Econometric Methods (Hardcover, New)
Loot Price: R4,686
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Nonparametric Econometric Methods (Hardcover, New)
Series: Advances in Econometrics
Expected to ship within 10 - 15 working days
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This Volume of "Advances in Econometrics" contains a selection of
papers presented initially at the 7th Annual Advances in
Econometrics Conference held on the LSU campus in Baton Rouge,
Louisiana during November 14-16, 2008. The theme of the conference
was 'Nonparametric Econometric Methods', and the papers selected
for inclusion in this Volume span a range of nonparametric
techniques including kernel smoothing, empirical copulas, series
estimators, and smoothing splines along with a variety of
semiparametric methods. The papers in this Volume cover topics of
interest to those who wish to familiarize themselves with current
nonparametric methodology. Many papers also identify areas
deserving of future attention. There exist survey papers devoted to
recent developments in nonparametric nance, constrained
nonparametric regression, miparametric/nonparametric environmental
econometrics and nonparametric models with non-stationary data.
There exist theoretical papers dealing with novel approaches for
partial identification of the distribution of treatment effects,
xed effects semiparametric panel data models, functional
coefficient models with time series data, exponential series
estimators of empirical copulas, estimation of multivariate CDFs
and bias-reduction methods for density estimation. There also exist
a number of applications that analyze returns to education, the
evolution of income and life expectancy, the role of governance in
growth, farm production, city size and unemployment rates,
derivative pricing, and environmental pollution and economic
growth. In short, this Volume contains a range of theoretical
developments, surveys, and applications that would be of interest
to those who wish to keep abreast of some of the most important
current developments in the field of nonparametric estimation.
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