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Semiparametric Regression for the Applied Econometrician. [electronic resource].
- 作者: Yatchew, Adonis.
- 其他作者:
- 出版: Cambridge : Cambridge University Press
- 主題: Econometrics , Electronic books.
- ISBN: 9780511073137 (electronic bk.) 、 9780521812832 (print)
- FIND@SFXID: CGU
- 資料類型: 電子書
- 內容註: Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; List of Figures and Tables; Preface; 1 Introduction to Differencing; 2 Background and Overview; 3 Introduction to Smoothing; 4 Higher-Order Differencing Procedures; 5 Nonparametric Functions of Several Variables; 6 Constrained Estimation and Hypothesis Testing; 7 Index Models and Other Semiparametric Specifications; 8 Bootstrap Procedures; Appendix A – Mathematical Preliminaries; Appendix B – Proofs; Appendix C – Optimal Differencing Weights; Appendix D – Nonparametric Least Squares; Appendix E – Variable Definitions ReferencesIndex
- 摘要註: This book provides simple and flexible (nonparametric) techniques for analyzing regression data. It includes a series of empirical examples including estimation of Engel curves and equivalence scales, scale economies, household gasoline consumption, housing prices, option prices and state price density estimation.
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讀者標籤:
- 系統號: 005051375 | 機讀編目格式