Semiparametric Regression for the Applied Econometrician
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Semiparametric Regression for the Applied Econometrician by Adonis Yatchew
Book DescriptionThis 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.
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Book DetailsISBN: 9780521012263
(228mm x 152mm x 14mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 2-Jun-2003
Country of Publication: United Kingdom
Books By Author Adonis Yatchew
Semiparametric Regression for the Applied Econometrician, Hardback (June 2003)» View all books by Adonis Yatchew
This book provides simple and flexible (nonparametric) techniques for analyzing regression data.
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