The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics (Oxford Handbooks)
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- Synopsis
- This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. These data-driven models seek to replace the classical parametric models of the past, which were rigid and often linear. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures. They provide a balanced view of new developments in the modeling of cross-section, time series, panel, and spatial data. Topics of the volume include: the methodology of semiparametric models and special regressor methods; inverse, ill-posed, and well-posed problems; methodologies related to additive models; sieve regression, nonparametric and semiparametric regression, and the true error of competing approximate models; support vector machines and their modeling of default probability; series estimation of stochastic processes and their application in Econometrics; identification, estimation, and specification problems in semilinear time series models; nonparametric and semiparametric techniques applied to nonstationary or near nonstationary variables; the estimation of a set of regression equations; and a new approach to the analysis of nonparametric models with exogenous treatment assignment.
- Copyright:
- 2013
Book Details
- Book Quality:
- Publisher Quality
- Book Size:
- 688 Pages
- ISBN-13:
- 9780199857951
- Related ISBNs:
- 9780199857944
- Publisher:
- Oxford University Press
- Date of Addition:
- 10/09/22
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
- Edited by:
- Jeffrey Racine
- Edited by:
- Liangjun Su
- Edited by:
- Aman Ullah
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- by Aman Ullah
- by Jeffrey Racine
- by Liangjun Su
- in Nonfiction
- in Business and Finance
- in Mathematics and Statistics