02368cam a22002895a 4500 18132330 20161023112949.0 140429s2015 nyua frb f001 0 eng d 9780521279680 DLC eng DLC EG-ScBUE 330.0151954 22 HEN Henderson, Daniel J. Applied nonparametric econometrics / Daniel J. Henderson, Christopher F. Parmeter. New York : Cambridge University Press, 2015. xii, 367 p. ; ill. ; 26 cm. Index : p. 359-367. Bibliography : p. 343-357. Machine generated contents note: 1. Introduction; 2. Univariate density estimation; 3. Multivariate density estimation; 4. Testing; 5. Regression; 6. Testing; 7. Smoothing discrete variables; 8. Regression with discrete covariates; 9. Semiparametric methods; 10. Instrumental variables; 11. Panel data; 12. Constrained estimation and inference. "Bridging the gap between applied economists and theoretical nonparametric econometricians, this book explains basic to advanced nonparametric methods with applications"-- "The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignores the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians. It discusses in depth, and in terms that someone with only one year of graduate econometrics can understand, basic to advanced nonparametric methods. The analysis starts with density estimation and motivates the procedures through methods that should be familiar to the reader. It then moves on to kernel regression, estimation with discrete data, and advanced methods such as estimation with panel data and instrumental variables models. The book pays close attention to the issues that arise with programming, computing speed, and application. In each chapter, the methods discussed are applied to actual data, paying attention to presentation of results and potential pitfalls"-- Econometrics. BUEsh 3215 Nonparametric statistics. BUEsh BUEsh BUSADM October2016 Parmeter, Christopher F. ddc 22776 22748 0 0 ddc 0 0 Baccah MAIN MAIN 1ST 2016-10-23 Purchase 450.00 25846 0 330.0151954 HEN 000034442 2025-07-15 00:00:00 600.00 BB