Title: Nonparametric Econometrics
First published: 1999
Description: This book systematically and thoroughly covers a vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the past 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. Professors Pagan and Ullah provide intuitive explanations of difficult concepts, heuristic developments of theory, and empirical examples emphasizing the usefulness of modern nonparametric approach. 
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Subjects: Statistical methods, Mathematical statistics, Economics, Econometrics, academic, statistics and mathematical economics
LC classification: HB139 .P34 1999