000 02295nam a22003858i 4500
001 CR9780511612503
003 UkCbUP
005 20200124160218.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 090914s1999||||enk o ||1 0|eng|d
020 _a9780511612503 (ebook)
020 _z9780521355643 (hardback)
020 _z9780521586115 (paperback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
050 0 0 _aHB139
_b.P34 1999
082 0 0 _a330/.01/5195
_221
100 1 _aPagan, A. R.,
_eauthor.
245 1 0 _aNonparametric econometrics /
_cAdrian Pagan, Aman Ullah.
264 1 _aCambridge :
_bCambridge University Press,
_c1999.
300 _a1 online resource (xviii, 424 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aThemes in modern econometrics
500 _aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
520 _aThis 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.
650 0 _aEconometrics.
650 0 _aMathematical statistics.
650 0 _aEconomics
_xStatistical methods.
700 1 _aUllah, Aman,
_eauthor.
776 0 8 _iPrint version:
_z9780521355643
830 0 _aThemes in modern econometrics.
856 4 0 _uhttps://doi.org/10.1017/CBO9780511612503
999 _c516495
_d516493