Nonparametric Econometric Methods by Qi Li (English) Hardcover Book

Description: Nonparametric Econometric Methods by Qi Li, Jeffrey Scott Racine Contains a selection of papers presented initially at the 7th Annual Advances in Econometrics Conference held on the LSU campus in Baton Rouge, Louisiana during November 14-16, 2008. This work is suitable for those who wish to familiarize themselves with nonparametric methodology. FORMAT Hardcover LANGUAGE English CONDITION Brand New Publisher Description This Volume of "Advances in Econometrics" contains a selection of papers presented initially at the 7th Annual Advances in Econometrics Conference held on the LSU campus in Baton Rouge, Louisiana during November 14-16, 2008. The theme of the conference was Nonparametric Econometric Methods, and the papers selected for inclusion in this Volume span a range of nonparametric techniques including kernel smoothing, empirical copulas, series estimators, and smoothing splines along with a variety of semiparametric methods. The papers in this Volume cover topics of interest to those who wish to familiarize themselves with current nonparametric methodology. Many papers also identify areas deserving of future attention. There exist survey papers devoted to recent developments in nonparametric nance, constrained nonparametric regression, miparametric/nonparametric environmental econometrics and nonparametric models with non-stationary data. There exist theoretical papers dealing with novel approaches for partial identification of the distribution of treatment effects, xed effects semiparametric panel data models, functional coefficient models with time series data, exponential series estimators of empirical copulas, estimation of multivariate CDFs and bias-reduction methods for density estimation. There also exist a number of applications that analyze returns to education, the evolution of income and life expectancy, the role of governance in growth, farm production, city size and unemployment rates, derivative pricing, and environmental pollution and economic growth. In short, this Volume contains a range of theoretical developments, surveys, and applications that would be of interest to those who wish to keep abreast of some of the most important current developments in the field of nonparametric estimation. Table of Contents List of Contributors.Introduction.Partial identification of the distribution of treatment effects and its confidence sets.Cross-validated bandwidths and significance testing.Semiparametric estimation of fixed-effects panel data varying coefficient models.Functional coefficient estimation with both categorical and continuous data.The evolution of the conditional joint distribution of life expectancy and per capita income growth.A nonparametric quantile analysis of growth and governance.Nonparametric estimation of production risk and risk preference functions.Exponential series estimation of empirical copulas with application to financial returns.Nonparametric estimation of multivariate CDF with categorical and continuous data.Higher order bias reduction of kernel density and density derivative estimation at boundary points.Nonparametric and semiparametric methods in R.Some recent developments in nonparametric finance.Imposing economic constraints in nonparametric regression: survey, implementation, and extension.Functional form of the environmental Kuznets curve.Some recent developments on nonparametric econometrics.CALL FOR PAPERS.Advances in Econometrics.Nonparametric Econometric Methods.Copyright page. Details ISBN184950623X Author Jeffrey Scott Racine Series Advances in Econometrics Year 2009 ISBN-10 184950623X ISBN-13 9781849506236 Format Hardcover Country of Publication United Kingdom DEWEY 330.0151954 Pages 576 Publication Date 2009-12-04 Illustrations Illustrations Place of Publication Bingley Short Title NONPARAMETRIC ECONOMETRIC METH Language English Media Book Series Number 25 Publisher Emerald Publishing Limited AU Release Date 2009-12-04 NZ Release Date 2009-12-04 UK Release Date 2009-12-04 Alternative 9781849506243 Audience Professional & Vocational Imprint Emerald Group Publishing Limited We've got this At The Nile, if you're looking for it, we've got it. With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! TheNile_Item_ID:161848238;

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