Nonparametric Econometric Methods

Author:   Qi Li ,  Jeffrey Scott Racine
Publisher:   Emerald Publishing Limited
Volume:   25
ISBN:  

9781849506236


Pages:   576
Publication Date:   04 December 2009
Format:   Hardback
Availability:   In Print   Availability explained
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Nonparametric Econometric Methods


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Author:   Qi Li ,  Jeffrey Scott Racine
Publisher:   Emerald Publishing Limited
Imprint:   Emerald Group Publishing Limited
Volume:   25
Dimensions:   Width: 15.20cm , Height: 3.20cm , Length: 22.90cm
Weight:   0.971kg
ISBN:  

9781849506236


ISBN 10:   184950623
Pages:   576
Publication Date:   04 December 2009
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

List of Contributors. Introduction. Partial identification of the distribution of treatment effects and its confidence sets. Cross-validated bandwidths and significance testing. Semiparametric estimation of fixed-effects panel data varying coefficient models. Functional coefficient estimation with both categorical and continuous data. The evolution of the conditional joint distribution of life expectancy and per capita income growth. A nonparametric quantile analysis of growth and governance. Nonparametric estimation of production risk and risk preference functions. Exponential series estimation of empirical copulas with application to financial returns. Nonparametric estimation of multivariate CDF with categorical and continuous data. Higher order bias reduction of kernel density and density derivative estimation at boundary points. Nonparametric and semiparametric methods in R. Some recent developments in nonparametric finance. Imposing economic constraints in nonparametric regression: survey, implementation, and extension. Functional form of the environmental Kuznets curve. Some recent developments on nonparametric econometrics. CALL FOR PAPERS. Advances in Econometrics. Nonparametric Econometric Methods. Copyright page.

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