Nonparametric Econometrics

by Adrian Pagan and Aman Ullah

Book Overview

This book systematically and thoroughly covers a vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the past 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...

• Format: Paperback
• Language: English
• ISBN: 0521586119
• ISBN13: 9780521586115
• Release Date: June 1999
• Publisher: Cambridge University Press
• Length: 444 Pages
• Weight: 1.35 lbs.
• Dimensions: 1.0" x 6.0" x 9.0"