Nonparametric econometric methods

This Volume of Advances in Econometrics contains a selection of papers presented initially at the 7th Annual Advances in Econometrics Conference held on the LSU campus in Baton Rouge, Louisiana during November 14-16, 2008. The theme of the conference was 'Nonparametric Econometric Methods'...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Άλλοι συγγραφείς: Li, Qi, 1956-, Racine, Jeffrey Scott, 1962-
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Bingley, U.K. : Emerald, 2009.
Σειρά:Advances in econometrics ; v. 25.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • Semiparametric estimation of fixed-effects panel data varying coefficient models / Yiguo Sun, Raymond J. Carroll, Dingding Li
  • Functional coefficient estimation with both categorical and continuous data / Liangjun Su, Ye Chen, Aman Ullah
  • The evolution of the conditional joint distribution of life expectancy and per capita income growth / Thanasis Stengos, Brennan S. Thompson, Ximing Wu
  • A nonparametric quantile analysis of growth and governance / Kim P. Huynh, David T. Jacho-Chávez
  • Nonparametric estimation of production risk and risk preference functions / Subal C. Kumbhakar, Efthymios G. Tsionas
  • Exponential series estimation of empirical copulas with application to financial returns / Chinman Chui, Ximing Wu
  • Nonparametric estimation of multivariate CDF with categorical and continuous data / Gaosheng Ju, Rui Li, Zhongwen Liang
  • Partial identification of the distribution of treatment effects and its confidence sets / Yanqin Fan, Sang Soo Park
  • Higher order bias reduction of kernel density and density derivative estimation at boundary points / Peter Bearse, Paul Rilstone
  • Nonparametric and semiparametric methods in R / Jeffrey S. Racine
  • Some recent developments in nonparametric finance / Zongwu Cai, Yongmiao Hong
  • Imposing economic constraints in nonparametric regression : survey, implementation, and extension / Daniel J. Henderson, Christopher F. Parmeter
  • Functional form of the environmental Kuznets curve / Hector O. Zapata, Krishna P. Paudel
  • Some recent developments on nonparametric econometrics / Zongwu Cai, Jingping Gu, Qi Li
  • Cross-validated bandwidths and significance testing / Christopher F. Parmeter, Zhiyuan Zheng, Patrick McCann
  • Introduction / Qi Li, Jeffrey S. Racine.