Nonparametric Econometrics (Themes in Modern Econometrics) by Adrian Pagan, Aman Ullah

Business & Money | Economics
Nonparametric Econometrics (Themes in Modern Econometrics)
Title:
Nonparametric Econometrics (Themes in Modern Econometrics)
Author:
Adrian Pagan, Aman Ullah
ISBN:
0521355648
ISBN13:
978-0521355643
Size PDF:
1893 kb
Size epub:
1802 kb
Publisher:
Cambridge University Press (June 28, 1999)
Language:
English
Other formats:
pdf, odf, mobi, cb7, azw, lit, ibooks
Rating:
3.5
Votes:
351

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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