National Science Library of Georgia

Image from Google Jackets

An introduction to the advanced theory of nonparametric econometrics : a replicable approach using R / Jeffrey S. Racine.

By: Material type: TextTextPublisher: Cambridge : Cambridge University Press, 2019Description: 1 online resource (xxvi, 408 pages) : digital, PDF file(s)Content type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9781108649841 (ebook)
Subject(s): Additional physical formats: Print version: : No titleDDC classification:
  • 330.01/51954 23
LOC classification:
  • HB139 .R3292 2019
Online resources:
Contents:
Discrete probability and cumulative probability functions -- Continuous density and cumulative distribution functions -- Mixed-data probability density and cumulative distribution functions -- Conditional probability density and cumulative distribution functions -- Conditional moment functions -- Conditional mean function estimation -- Conditional mean function estimation with endogenous predictors -- Semiparametric conditional mean function estimation -- Conditional variance function estimation.
Summary: Interest in nonparametric methodology has grown considerably over the past few decades, stemming in part from vast improvements in computer hardware and the availability of new software that allows practitioners to take full advantage of these numerically intensive methods. This book is written for advanced undergraduate students, intermediate graduate students, and faculty, and provides a complete teaching and learning course at a more accessible level of theoretical rigor than Racine's earlier book co-authored with Qi Li, Nonparametric Econometrics: Theory and Practice (2007). The open source R platform for statistical computing and graphics is used throughout in conjunction with the R package np. Recent developments in reproducible research is emphasized throughout with appendices devoted to helping the reader get up to speed with R, R Markdown, TeX and Git.
Tags from this library: No tags from this library for this title. Log in to add tags.
No physical items for this record

Title from publisher's bibliographic system (viewed on 26 Mar 2019).

Discrete probability and cumulative probability functions -- Continuous density and cumulative distribution functions -- Mixed-data probability density and cumulative distribution functions -- Conditional probability density and cumulative distribution functions -- Conditional moment functions -- Conditional mean function estimation -- Conditional mean function estimation with endogenous predictors -- Semiparametric conditional mean function estimation -- Conditional variance function estimation.

Interest in nonparametric methodology has grown considerably over the past few decades, stemming in part from vast improvements in computer hardware and the availability of new software that allows practitioners to take full advantage of these numerically intensive methods. This book is written for advanced undergraduate students, intermediate graduate students, and faculty, and provides a complete teaching and learning course at a more accessible level of theoretical rigor than Racine's earlier book co-authored with Qi Li, Nonparametric Econometrics: Theory and Practice (2007). The open source R platform for statistical computing and graphics is used throughout in conjunction with the R package np. Recent developments in reproducible research is emphasized throughout with appendices devoted to helping the reader get up to speed with R, R Markdown, TeX and Git.

There are no comments on this title.

to post a comment.
Copyright © 2023 Sciencelib.ge All rights reserved.