Nonparametric Econometrics: Theory and Practice - Brossura

Li, Qi; Racine, Jeffrey Scott

Brossura

ISBN 10: 0691248087 ISBN 13: 9780691248080

Casa editrice: Princeton Univ Pr, 2023

Riassunto

A comprehensive, up-to-date textbook on nonparametric methods for students and researchers

Until now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. Nonparametric Econometrics fills a major gap by gathering together the most up-to-date theory and techniques and presenting them in a remarkably straightforward and accessible format. The empirical tests, data, and exercises included in this textbook help make it the ideal introduction for graduate students and an indispensable resource for researchers.

Nonparametric and semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing books on the subject operate from the presumption that the underlying data is strictly continuous in nature, more often than not social scientists deal with categorical data—nominal and ordinal—in applied settings. The conventional nonparametric approach to dealing with the presence of discrete variables is acknowledged to be unsatisfactory.

This book is tailored to the needs of applied econometricians and social scientists. Qi Li and Jeffrey Racine emphasize nonparametric techniques suited to the rich array of data types—continuous, nominal, and ordinal—within one coherent framework. They also emphasize the properties of nonparametric estimators in the presence of potentially irrelevant variables.

Nonparametric Econometrics covers all the material necessary to understand and apply nonparametric methods for real-world problems.

Su questo libro

Informazioni sull'autore

Qi Li is Professor of Economics and Hugh Roy Cullen Professor in Liberal Arts at Texas A&M University. Jeffrey Scott Racine is Professor of Economics, Professor in the Graduate Program in Statistics, and Senator William McMaster Chair in Econometrics at McMaster University.

Dettagli dell'edizione

• Editore: Princeton Univ Pr
• Data di pubblicazione: 2023
• Lingua: Inglese
• ISBN 10: 0691248087
• ISBN 13: 9780691248080
• Rilegatura: Copertina flessibile
• Numero di pagine: 746
• Contatto del produttore: non disponibile
• Persona responsabile: gpsr@libri.de; gpsr@libri.de; ; Europaallee 1; Bad Hersfeld; 36244; Germania