【书名】Nonparametric Econometrics
【作者】Adrian Pagan, Aman Ullah
【出版社】Cambridge University Press
【版本】1999 First Edition
【出版日期】1999
【文件格式】PDF

[文件大小】17.7M
【页数】424
【ISBN出版号】ISBN 0-521-35564-8
【资料类别】计量经济学，统计学
【市面定价】$22.99
【扫描版还是影印版】扫描版
【是否缺页】完整
【关键词】Nonparametric Estimation; Semiparametric Estimation; Statistic Methods

【内容简介】This book systematically and thoroughly covers the vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the last 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. Nonparametric and semiparametric methods potentially offer considerable reward to applied researchers, owing to the methods’ ability to adapt to many unknown features of the data. Professors Pagan and Ullah provide intuitive explanations of difficult concepts, heuristic developments of theory, and empirical examples emphasizing the usefulness of the 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.

• Most up-to-date and integrated coverage of subject available • Adrian Pagan is a world-class econometrician, well known for work in economic theory and public policy as well • Fills major gap in literature; will be a basic text for advanced first year graduate students in econometrics.

• Most up-to-date and integrated coverage of subject available • Adrian Pagan is a world-class econometrician, well known for work in economic theory and public policy as well • Fills major gap in literature; will be a basic text for advanced first year graduate students in econometrics.

【目录】

1  Introduction

2  Methods of Density Estimation

3  Conditional Moment Estimation

4  Nonparametric Estimation of Derivatives

5  Semiparametric Estimation of Single-Equation Models

6  Semiparametric and Nonparametric Estimation of Simutaneous-Equation Models

7  Semiparametric Estimation of Discrete Choice Models

8  Semiparametric Estimation of Selectivity Models

9  Semiparametric Estimation of Censored Regression Models

A  Statistic methods

目录

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感谢各位的捧场，免费提供给感兴趣的同仁。并感谢angleboy的内容简介。

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