Nonparametric Econometrics
, by Adrian Pagan , Aman UllahNote: Supplemental materials are not guaranteed with Rental or Used book purchases.
- ISBN: 9780521355643 | 0521355648
- Cover: Hardcover
- Copyright: 6/28/1999
This book systematically and thoroughly covers the vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the last 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. Nonparametric and semiparametric methods potentially offer considerable reward to applied researchers, owing to the methods' ability to adapt to many unknown features of the data. Professors Pagan and Ullah provide intuitive explanations of difficult concepts, heuristic developments of theory, and empirical examples emphasizing the usefulness of the modern nonparametric approach. The book should provide a new perspective on teaching and research in applied subjects in general and econometrics and statistics in particular.
Adrian Pagan is a Professor of Economics at the Institute of Advanced Studies, Australian National University. A Fellow of the Econometric Society and Australian Academy of Social Sciences, he is the coauthor or author of several books and numerous articles in economics, econometrics, and public policy. Professor Pagan has been coeditor of Journal of Applied Econometrics and Econometric Theory, and associate editor of Econometrica and Journal of Econometrics. He is currently a member of the editorial boards of Economic Record, Advances in Computational Economics, and Econometric Reviews and is coeditor of the Themes in Modern Econometrics series for Cambridge University Press. Aman Ullah is a Professor and Chair in the Department of Economics at the University of California, Riverside. A Fellow of the National Academy of Sciences (India), he is the coauthor, editor, or coeditor of six books and over ninety professional papers in economics, econometrics, and statistics. Professor Ullah is a coeditor of the journal Econometric Reviews and associate editor of Journal of Nonparametric Statistics, Journal of Quantitative Economics, and Empirical Economics.
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References | 383 | (36) | |||
Index | 419 |
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