Nonparametric econometric methods
By: edited by Qi Li, Jeffrey S. Racine
Edition: 1st ed.
Series: Advances in econometrics -- v. 25; Advances in econometrics -- v. 25.
Publisher: Emerald
Published: 2009
Place of publication: Bingley
Language: eng
Number of pages: 549
ISBN-13: 9781849506236
Subjects: Econometric models; O konometrie; Econometrics; Nichtparametrisches Verfahren
Notes: Includes bibliographical references.
Table of contents: title: Partial identification of the distribution of treatment effects and its confidence sets  -- Yanqin Fan and Sang Soo Park; title: Cross-validated bandwidths and significance testing  -- Christopher F. Parmeter, Zhiyuan Zheng and Patrick McCann; title: Semiparametric estimation of fixed-effects panel data varying coefficient models  -- Yiguo Sun, Raymond J. Carroll and Dingding Li; title: Functional coefficient estimaton with both categorical and continuous data  -- Liangjun Su, Ye Chen and Aman Ullah; title: The evolution of the conditional joint distribution of life expectancy and per capita income growth  -- Thanasis Stengos, Brennan S. Thompson and Ximing Wu; title: A nonparametric quantile analysis of growth and governance  -- Kim P. Huynh and David T. Jacho-Cha vez; title: Nonparametric estimation of production risk and risk preference functions  -- Subal C. Kumbhakar and Efthymios G. Tsionas; title: Exponential series estimation of empirical copulas with application to financial returns  -- Chinman Chui and Ximing Wu; title: Nonparametric estimation of multivariate CDF with categorical and continuous data  -- Gaosheng Ju, Rui Li and Zhongwen Liang; title: Higher order bias reduction of kernel density and density derivative estimation at boundary points  -- Peter Bearse and Paul Rilstone; title: Nonparametric and semiparametric methods in R  -- Jeffrey S. Racine; title: Some recent developments in nonparametric finance  -- Zongwu Cai and Yongmiao Hong; title: Imposing economic constraints in nonparametric regression : survey, implementation, and extension  -- Daniel J. Henderson and Christopher F. Parmeter; title: Functional form of the environmental Kuznets curve  -- Hector O. Zapata and Krishna P. Paudel; title: Some recent developments on nonparametric econometrics -- Zongwu Cai, Jingping Gu and Qi Li.