Semiparametric Regression for the Ap...
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  • 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
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