000 02624nam a2200361 i 4500
001 CR9781108649841
003 UkCbUP
005 20240807184505.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 180717s2019||||enk o ||1 0|eng|d
020 _a9781108649841 (ebook)
020 _z9781108483407 (hardback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
050 0 0 _aHB139
_b.R3292 2019
082 0 0 _a330.01/51954
_223
100 1 _aRacine, Jeffrey Scott,
_d1962-
_eauthor.
245 1 3 _aAn introduction to the advanced theory of nonparametric econometrics :
_ba replicable approach using R /
_cJeffrey S. Racine.
264 1 _aCambridge :
_bCambridge University Press,
_c2019.
300 _a1 online resource (xxvi, 408 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 26 Mar 2019).
505 0 _aDiscrete probability and cumulative probability functions -- Continuous density and cumulative distribution functions -- Mixed-data probability density and cumulative distribution functions -- Conditional probability density and cumulative distribution functions -- Conditional moment functions -- Conditional mean function estimation -- Conditional mean function estimation with endogenous predictors -- Semiparametric conditional mean function estimation -- Conditional variance function estimation.
520 _aInterest in nonparametric methodology has grown considerably over the past few decades, stemming in part from vast improvements in computer hardware and the availability of new software that allows practitioners to take full advantage of these numerically intensive methods. This book is written for advanced undergraduate students, intermediate graduate students, and faculty, and provides a complete teaching and learning course at a more accessible level of theoretical rigor than Racine's earlier book co-authored with Qi Li, Nonparametric Econometrics: Theory and Practice (2007). The open source R platform for statistical computing and graphics is used throughout in conjunction with the R package np. Recent developments in reproducible research is emphasized throughout with appendices devoted to helping the reader get up to speed with R, R Markdown, TeX and Git.
650 0 _aEconometrics.
650 0 _aNonparametric statistics.
650 0 _aR (Computer program language)
776 0 8 _iPrint version:
_z9781108483407
856 4 0 _uhttps://doi.org/10.1017/9781108649841
942 _2ddc
_cEB
999 _c9697
_d9697