The Oxford Handbook Of Applied Nonparametric And Semiparametric Econometrics And Statistics

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The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics

Author: Jeffrey Racine
language: en
Publisher: Oxford University Press
Release Date: 2014-04
This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures.
Applied Nonparametric Econometrics

Author: Daniel J. Henderson
language: en
Publisher: Cambridge University Press
Release Date: 2015-01-19
The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignores 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.
An Introduction to the Advanced Theory of Nonparametric Econometrics

Author: Jeffrey S. Racine
language: en
Publisher: Cambridge University Press
Release Date: 2019-06-27
Provides theory, open source R implementations, and the latest tools for reproducible nonparametric econometric research.