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Nonparametric Econometrics Book

Nonparametric Econometrics
Nonparametric Econometrics, , Nonparametric Econometrics has a rating of 4 stars
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Nonparametric Econometrics, , Nonparametric Econometrics
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Digital Copy
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  • Nonparametric Econometrics
  • Written by author Adrian Pagan
  • Published by Cambridge University Press, June 1999
  • This book systematically and thoroughly covers a vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the last five decades.
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Book Categories

Authors

Preface
1Introduction1
2Methods of Density Estimation5
3Conditional Moment Estimation78
4Nonparametric Estimation of Derivatives160
5Semiparametric Estimation of Single-Equation Models196
6Semiparametric and Nonparametric Estimation of Simultaneous Equation Models254
7Semiparametric Estimation of Discrete Choice Models272
8Semiparametric Estimation of Selectivity Models300
9Semiparametric Estimation of Censored Regression Models317
10Retrospect and Prospect339
AStatistical Methods342
References383
Index419


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