Semiparametric Regression for the Applied Econometrician

Semiparametric Regression for the Applied Econometrician
Author :
Publisher : Cambridge University Press
Total Pages : 238
Release :
ISBN-10 : 0521012260
ISBN-13 : 9780521012263
Rating : 4/5 (60 Downloads)

Book Synopsis Semiparametric Regression for the Applied Econometrician by : Adonis Yatchew

Download or read book Semiparametric Regression for the Applied Econometrician written by Adonis Yatchew and published by Cambridge University Press. This book was released on 2003-06-02 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


Semiparametric Regression for the Applied Econometrician Related Books

Semiparametric Regression for the Applied Econometrician
Language: en
Pages: 238
Authors: Adonis Yatchew
Categories: Business & Economics
Type: BOOK - Published: 2003-06-02 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

This book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimation o
The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics
Language: en
Pages: 562
Authors: Jeffrey Racine
Categories: Business & Economics
Type: BOOK - Published: 2014-04 - Publisher: Oxford University Press

DOWNLOAD EBOOK

This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics
Semiparametric Regression
Language: en
Pages: 410
Authors: David Ruppert
Categories: Mathematics
Type: BOOK - Published: 2003-07-14 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Semiparametric regression is concerned with the flexible incorporation of non-linear functional relationships in regression analyses. Any application area that
Applied Nonparametric Econometrics
Language: en
Pages: 381
Authors: Daniel J. Henderson
Categories: Business & Economics
Type: BOOK - Published: 2015-01-19 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory
Nonparametric Econometrics
Language: en
Pages: 768
Authors: Qi Li
Categories: Business & Economics
Type: BOOK - Published: 2023-07-18 - Publisher: Princeton University Press

DOWNLOAD EBOOK

A comprehensive, up-to-date textbook on nonparametric methods for students and researchers Until now, students and researchers in nonparametric and semiparametr