000			02635nam a2200373 i 4500
001			CR9780511845765
003			UkCbUP
005			20240807192046.0
006			m|||||o||d||||||||
007			cr||||||||||||
008			101029s2015||||enk o ||1 0|eng|d
020			_a9780511845765 (ebook)
020			_z9781107010253 (hardback)
020			_z9780521279680 (paperback)
040			_aUkCbUP _beng _erda _cUkCbUP
050	0	0	_aHB139 _b.H453 2015
082	0	0	_a330.01/51954 _223
100	1		_aHenderson, Daniel J., _eauthor.
245	1	0	_aApplied nonparametric econometrics / _cDaniel J. Henderson, University of Alabama, Christopher F. Parmeter, University of Miami.
264		1	_aCambridge : _bCambridge University Press, _c2015.
300			_a1 online resource (xii, 367 pages) : _bdigital, PDF file(s).
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
500			_aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
505	8		_aMachine generated contents note: 1. Introduction; 2. Univariate density estimation; 3. Multivariate density estimation; 4. Testing; 5. Regression; 6. Testing; 7. Smoothing discrete variables; 8. Regression with discrete covariates; 9. Semiparametric methods; 10. Instrumental variables; 11. Panel data; 12. Constrained estimation and inference.
520			_aThe majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignore the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians. It discusses in depth, and in terms that someone with only one year of graduate econometrics can understand, basic to advanced nonparametric methods. The analysis starts with density estimation and motivates the procedures through methods that should be familiar to the reader. It then moves on to kernel regression, estimation with discrete data, and advanced methods such as estimation with panel data and instrumental variables models. The book pays close attention to the issues that arise with programming, computing speed, and application. In each chapter, the methods discussed are applied to actual data, paying attention to presentation of results and potential pitfalls.
650		0	_aEconometrics.
650		0	_aNonparametric statistics.
700	1		_aParmeter, Christopher F., _eauthor.
776	0	8	_iPrint version: _z9781107010253
856	4	0	_uhttps://doi.org/10.1017/CBO9780511845765
942			_2ddc _cEB
999			_c9249 _d9249