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Nonparametric econometrics : a primer

Author: Jeffrey Scott Racine
Publisher: Hanover, Mass. : Now Publishers, ©2008.
Series: Foundations and trends in econometrics (Online), v. 3, issue 1, p. 1-88.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
This review is a primer for those who wish to familiarize themselves with nonparametric econometrics. Though the underlying theory for many of these methods can be daunting for some practitioners, this article will demonstrate how a range of nonparametric methods can in fact be deployed in a fairly straightforward manner. Rather than aiming for encyclopedic coverage of the field, we shall restrict attention to a set  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Racine, Jeffrey Scott, 1962-
Nonparametric econometrics.
Boston : Now, 2008
(OCoLC)222543611
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Jeffrey Scott Racine
ISBN: 9781601981110 1601981112
OCLC Number: 677976777
Description: 1 online resource (88 pages).
Contents: Abstract --
1. Introduction --
2. Density and probability function estimation --
3. Conditional density estimation --
4. Regression --
5. Semiparametric regression --
6. Panel data models --
7. Consistent hypothesis testing --
8. Computational considerations --
9. Software conclusion --
Acknowledgements --
Background --
Material notations and acronyms --
References --
Updates.
Series Title: Foundations and trends in econometrics (Online), v. 3, issue 1, p. 1-88.
Responsibility: Jeffrey S. Racine.

Abstract:

Nonparametric Econometrics is a primer for those who wish to familiarize themselves with nonparametric econometrics. While the underlying theory for many of these methods can be daunting for  Read more...

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