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Semiparametric Regression for the Ap...

Gourieroux, Christian.

Semiparametric Regression for the Applied Econometrician.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Semiparametric Regression for the Applied Econometrician./
Author:	Yatchew, Adonis.
other author:	Gourieroux, Christian.
Published:	Cambridge :Cambridge University Press, : 2003.,
Description:	235 p.
Subject:	Econometrics. -
Online resource:	Click here to view book
ISBN:	9780511615887# (electronic bk.)

Semiparametric Regression for the Applied Econometrician.
Yatchew, Adonis.

Semiparametric Regression for the Applied Econometrician.[electronic resource]. - Cambridge :Cambridge University Press,2003. - 235 p.

Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; List of Figures and Tables; Preface; 1 Introduction to Differencing; 2 Background and Overview; 3 Introduction to Smoothing; 4 Higher-Order Differencing Procedures; 5 Nonparametric Functions of Several Variables; 6 Constrained Estimation and Hypothesis Testing; 7 Index Models and Other Semiparametric Specifications; 8 Bootstrap Procedures; Appendix A – Mathematical Preliminaries; Appendix B – Proofs; Appendix C – Optimal Differencing Weights; Appendix D – Nonparametric Least Squares; Appendix E – Variable Definitions

This book provides simple and flexible (nonparametric) techniques for analyzing regression data. It includes a series of empirical examples including estimation of Engel curves and equivalence scales, scale economies, household gasoline consumption, housing prices, option prices and state price density estimation.

Electronic reproduction.

Available via World Wide Web.

Mode of access: World Wide Web.

ISBN: 9780511615887# (electronic bk.)Subjects--Topical Terms:

120795
Econometrics.
Index Terms--Genre/Form:

96803
Electronic books.

LC Class. No.: HB139 .Y38 2003eb

Dewey Class. No.: 330.015195

Semiparametric Regression for the Applied Econometrician.
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020 $a 9780511615887# (electronic bk.)
020 $a 9780521812832 (print)
035 $a EBL217892
035 $a EBL217892
040 $a AU-PeEL $c AU-PeEL $d AU-PeEL
050 0 0 $a HB139 .Y38 2003eb
082 0 0 $a 330.015195 $a 330/.01/519536
100 1 $a Yatchew, Adonis. $3 278843
245 1 0 $a Semiparametric Regression for the Applied Econometrician. $h [electronic resource].
260 $a Cambridge : $c 2003. $b Cambridge University Press,
300 $a 235 p.
505 0 $a Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; List of Figures and Tables; Preface; 1 Introduction to Differencing; 2 Background and Overview; 3 Introduction to Smoothing; 4 Higher-Order Differencing Procedures; 5 Nonparametric Functions of Several Variables; 6 Constrained Estimation and Hypothesis Testing; 7 Index Models and Other Semiparametric Specifications; 8 Bootstrap Procedures; Appendix A – Mathematical Preliminaries; Appendix B – Proofs; Appendix C – Optimal Differencing Weights; Appendix D – Nonparametric Least Squares; Appendix E – Variable Definitions
505 8 $a ReferencesIndex
520 $a This book provides simple and flexible (nonparametric) techniques for analyzing regression data. It includes a series of empirical examples including estimation of Engel curves and equivalence scales, scale economies, household gasoline consumption, housing prices, option prices and state price density estimation.
533 $a Electronic reproduction. $n Available via World Wide Web.
538 $a Mode of access: World Wide Web.
650 4 $a Econometrics. $3 120795
655 7 $a Electronic books. $2 local. $3 96803
700 1 $a Gourieroux, Christian. $3 278711
700 1 $a Phillips, Peter C. B. $3 276723
700 1 $a Wickens, Michael. $3 278712
710 2 $a Ebooks Corporation. $3 197505
776 1 $z 9780521812832
856 4 0 $z Click here to view book $u http://ebooks.cambridge.org/ebook.jsf?bid=CBO9780511615887#

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