000 02241nam a22003618i 4500
001 CR9780511615887
003 UkCbUP
005 20200124160221.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 090914s2003||||enk o ||1 0|eng|d
020 _a9780511615887 (ebook)
020 _z9780521812832 (hardback)
020 _z9780521012263 (paperback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
050 0 0 _aHB139
_b.Y38 2003
082 0 0 _a330/.01/519536
_221
100 1 _aYatchew, Adonis,
_eauthor.
245 1 0 _aSemiparametric regression for the applied econometrician /
_cAdonis Yatchew.
264 1 _aCambridge :
_bCambridge University Press,
_c2003.
300 _a1 online resource (xix, 213 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 provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimation of Engel curves and equivalence scales, scale economies, semiparametric Cobb-Douglas, translog and CES cost functions, household gasoline consumption, hedonic housing prices, option prices and state price density estimation. The book should be of interest to a broad range of economists including those working in industrial organization, labor, development, urban, energy and financial economics. A variety of testing procedures are covered including simple goodness of fit tests and residual regression tests. These procedures can be used to test hypotheses such as parametric and semiparametric specifications, significance, monotonicity and additive separability. Other topics include endogeneity of parametric and nonparametric effects, as well as heteroskedasticity and autocorrelation in the residuals. Bootstrap procedures are provided.
650 0 _aEconometrics.
650 0 _aRegression analysis.
776 0 8 _iPrint version:
_z9780521812832
830 0 _aThemes in modern econometrics.
856 4 0 _uhttps://doi.org/10.1017/CBO9780511615887
999 _c516758
_d516756