Non-Parametric Econometrics

Zusatztext Overall, this is a great book and provides a well-conceived overview of the main techniques that econometricians use to deal with situations where the parametric form of the model is unknown. Non-parametric techniques are increasingly used in mainstream econometrics and this book will be useful for those who wish to get caught up on these exciting developments. Informationen zum Autor Ibrahim Ahamada is Assistant Professor of Economics at the University Paris 1 Panthéon-Sorbonne and a member of the Paris School of Economics. Between 2002 and 2004, he held position at the Université de la Réunion. He obtained his PhD in Economics from the Université de la Méditerranée in 2002. ; Emmanuel Flachaire is Professor of Economics at Aix-Marseille University and a member of the GREQAM (Groupement de Recherche en Economie Quantitative d'Aix Marseille). Between 2001 and 2008, he taught at the University Paris 1 Panthéon-Sorbonnne, and at the Paris School of Economics. After obtaining his PhD in Economics from the Université de la Méditerranée in 1998, he has held short research positions at CORE, Université Catholique de Louvain, and the London School of Economics. Klappentext This volume provides an accessible introduction to nonparametric and semiparametric econometrics for those with a basic understanding of econometrics. This is the second in a series of books designed to provide practitioners, researchers, and students with practical introductions to various topics in econometrics. Zusammenfassung This volume provides an accessible introduction to nonparametric and semiparametric econometrics for those with a basic understanding of econometrics. This is the second in a series of books designed to provide practitioners, researchers, and students with practical introductions to various topics in econometrics. Inhaltsverzeichnis 1: Kernel Density Estimation 2: Kernel Regression 3: Spline Regression 4: Wavelet Regression 5: Semi-Parametric Regression Models 6: Mixture Models Appendix: Implementation in R ...

Product details

• Authors: Ibrahim Ahamada, Ibrahim (Assistant Professor of Economics Ahamada, Ibrahim (Assistant Professor of Economics at the University Paris 1 Pantheon-Sorbonne Ahamada, Ibrahim Flachaire Ahamada, Ahamada Ibrahim, Emmanuel Flachaire, Emmanuel (Professor of Economics at Aix-Marseille University Flachaire, Flachaire Emmanuel
• Assisted by: Andrew Clark (Translation)
• Publisher: Oxford University Press
• Languages: English
• Product format: Hardback
• Released: 23.12.2010
• EAN: 9780199578009
• ISBN: 978-0-19-957800-9
• No. of pages: 176
• Series: Practical Econometrics; Practical Econometrics
• Subjects: Social sciences, law, business > Business > General, dictionaries; BUSINESS & ECONOMICS / Forecasting, MATHEMATICS / Applied, BUSINESS & ECONOMICS / Econometrics, Economic statistics, Applied mathematics, Econometrics, economic forecasting, Econometrics and economic statistics