Title: nonparametric econometrics_ a primer

Author:Jeffrey S. Racine

Publisher: Now, Boston

Publised in 2008

Brief Contents

1. Introduction

2. Density and Probability Function Estimation

3. Conditional Density Estimation

4. Regression

5. Semiparametric Regression

6, Panel Data Models

7. Consistent Hypothesis Testing

8. Computational Considerations

9, Software

10. Conclusion