Semiparametric Regression for the Applied Econometrician<br>This book provides an accessible collection of techniques for analyzing nonparametric<br>and semiparametric regression models.Worked examples include estimation<br>of Engel curves and equivalence scales; scale economies; semiparametric Cobb–<br>Douglas, translog, and CES cost functions; household gasoline consumption; hedonic<br>housing prices; and, option prices and state price density estimation. The book<br>should be of interest to a broad range of economists, including those working in<br>industrial organization, labor, development, urban, energy, and financial economics.<br>A variety of testing procedures are covered such as simple goodness-of-fit tests<br>and residual regression tests. These procedures can be used to test hypotheses such<br>as parametric and semiparametric specifications, significance, monotonicity, and<br>additive separability. Other topics include endogeneity of parametric and nonparametric<br>effects as well as heteroskedasticity and autocorrelation in the residuals.<br>Bootstrap procedures are provided.<br>AdonisYatchewteaches economics at the University of Toronto.His principal areas<br>of research are theoretical and applied econometrics. In addition, he has a strong<br>interest in regulatory and energy economics and is Joint Editor of the Energy<br>Journal. He has received the social science undergraduate teaching award at the<br>University of Toronto and has taught at the University of Chicago.<br> <br>

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