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Semiparametric Regression for the Ap...
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Ebooks Corporation.
Semiparametric Regression for the Applied Econometrician.[electronic resource].
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
杜威分類號:
330.015195
書名/作者:
Semiparametric Regression for the Applied Econometrician.
作者:
Yatchew, Adonis.
其他作者:
Gourieroux, Christian.
出版者:
Cambridge : : Cambridge University Press,, 2003.
面頁冊數:
235 p.
標題:
Econometrics.
ISBN:
9780511615887# (electronic bk.)
ISBN:
9780521812832 (print)
內容註:
Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; List of Figures and Tables; Preface; 1 Introduction to Differencing; 2 Background and Overview; 3 Introduction to Smoothing; 4 Higher-Order Differencing Procedures; 5 Nonparametric Functions of Several Variables; 6 Constrained Estimation and Hypothesis Testing; 7 Index Models and Other Semiparametric Specifications; 8 Bootstrap Procedures; Appendix A – Mathematical Preliminaries; Appendix B – Proofs; Appendix C – Optimal Differencing Weights; Appendix D – Nonparametric Least Squares; Appendix E – Variable Definitions
摘要、提要註:
This book provides simple and flexible (nonparametric) techniques for analyzing regression data. It includes a series of empirical examples including estimation of Engel curves and equivalence scales, scale economies, household gasoline consumption, housing prices, option prices and state price density estimation.
電子資源:
Click here to view book
Semiparametric Regression for the Applied Econometrician.[electronic resource].
Yatchew, Adonis.
Semiparametric Regression for the Applied Econometrician.
[electronic resource]. - Cambridge :Cambridge University Press,2003. - 235 p.
Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; List of Figures and Tables; Preface; 1 Introduction to Differencing; 2 Background and Overview; 3 Introduction to Smoothing; 4 Higher-Order Differencing Procedures; 5 Nonparametric Functions of Several Variables; 6 Constrained Estimation and Hypothesis Testing; 7 Index Models and Other Semiparametric Specifications; 8 Bootstrap Procedures; Appendix A – Mathematical Preliminaries; Appendix B – Proofs; Appendix C – Optimal Differencing Weights; Appendix D – Nonparametric Least Squares; Appendix E – Variable Definitions
This book provides simple and flexible (nonparametric) techniques for analyzing regression data. It includes a series of empirical examples including estimation of Engel curves and equivalence scales, scale economies, household gasoline consumption, housing prices, option prices and state price density estimation.
Electronic reproduction.
Available via World Wide Web.
Mode of access: World Wide Web.
ISBN: 9780511615887# (electronic bk.)Subjects--Topical Terms:
186734
Econometrics.
Index Terms--Genre/Form:
336502
Electronic books.
LC Class. No.: HB139 .Y38 2003eb
Dewey Class. No.: 330.015195
Semiparametric Regression for the Applied Econometrician.[electronic resource].
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Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; List of Figures and Tables; Preface; 1 Introduction to Differencing; 2 Background and Overview; 3 Introduction to Smoothing; 4 Higher-Order Differencing Procedures; 5 Nonparametric Functions of Several Variables; 6 Constrained Estimation and Hypothesis Testing; 7 Index Models and Other Semiparametric Specifications; 8 Bootstrap Procedures; Appendix A – Mathematical Preliminaries; Appendix B – Proofs; Appendix C – Optimal Differencing Weights; Appendix D – Nonparametric Least Squares; Appendix E – Variable Definitions
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http://ebooks.cambridge.org/ebook.jsf?bid=CBO9780511615887#
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