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Description - Nonparametric Econometrics by Adrian Pagan

This book systematically and thoroughly covers a vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the past five decades. Within this framework, this is the first book to discuss the principles of the nonparametric approach to the topics covered in a first year graduate course in econometrics, e.g., regression function, heteroskedasticity, simultaneous equations models, logit-probit and censored models. Professors Pagan and Ullah provide intuitive explanations of difficult concepts, heuristic developments of theory, and empirical examples emphasizing the usefulness of modern nonparametric approach. The book should provide a new perspective on teaching and research in applied subjects in general and econometrics and statistics in particular.

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Book Details

ISBN: 9780521586115
ISBN-10: 0521586119
Format: Paperback / softback
(229mm x 152mm x 25mm)
Pages: 444
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 13-Jun-1999
Country of Publication: United Kingdom

Other Editions - Nonparametric Econometrics by Adrian Pagan

Nonparametric Econometrics by Adrian Pagan

Hardback
(June 1999)

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