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Semiparametric regression for the ap...

Yatchew, Adonis,

Semiparametric regression for the applied econometrician /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	330/.01/519536
書名/作者:	Semiparametric regression for the applied econometrician // Adonis Yatchew.
作者:	Yatchew, Adonis,
面頁冊數:	1 online resource (xix, 213 pages) : : digital, PDF file(s).
附註:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
標題:	Econometrics.
標題:	Regression analysis.
ISBN:	9780511615887 (ebook)
摘要、提要註:	This book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimation of Engel curves and equivalence scales, scale economies, semiparametric Cobb-Douglas, translog and CES cost functions, household gasoline consumption, hedonic housing prices, option prices and state price density estimation. The book should be of interest to a broad range of economists including those working in industrial organization, labor, development, urban, energy and financial economics. A variety of testing procedures are covered including simple goodness of fit tests and residual regression tests. These procedures can be used to test hypotheses such as parametric and semiparametric specifications, significance, monotonicity and additive separability. Other topics include endogeneity of parametric and nonparametric effects, as well as heteroskedasticity and autocorrelation in the residuals. Bootstrap procedures are provided.
電子資源:	http://dx.doi.org/10.1017/CBO9780511615887

Semiparametric regression for the applied econometrician /
Yatchew, Adonis,

Semiparametric regression for the applied econometrician /Adonis Yatchew. - 1 online resource (xix, 213 pages) :digital, PDF file(s). - Themes in modern econometrics. - Themes in modern econometrics..

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

This book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimation of Engel curves and equivalence scales, scale economies, semiparametric Cobb-Douglas, translog and CES cost functions, household gasoline consumption, hedonic housing prices, option prices and state price density estimation. The book should be of interest to a broad range of economists including those working in industrial organization, labor, development, urban, energy and financial economics. A variety of testing procedures are covered including simple goodness of fit tests and residual regression tests. These procedures can be used to test hypotheses such as parametric and semiparametric specifications, significance, monotonicity and additive separability. Other topics include endogeneity of parametric and nonparametric effects, as well as heteroskedasticity and autocorrelation in the residuals. Bootstrap procedures are provided.

ISBN: 9780511615887 (ebook)Subjects--Topical Terms:

186734
Econometrics.

LC Class. No.: HB139 / .Y38 2003

Dewey Class. No.: 330/.01/519536

Semiparametric regression for the applied econometrician /
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