【分享】Nonparametric Econometrics

相似文件 换一批

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

【书名】Nonparametric Econometrics
【作者】Adrian Pagan, Aman Ullah
【出版社】Cambridge University Press
【版本】1999 First Edition
【出版日期】1999
【文件格式】PDF

[文件大小】17.7M
【页数】424
【ISBN出版号】ISBN 0-521-35564-8
【资料类别】计量经济学，统计学
【市面定价】$22.99
【扫描版还是影印版】扫描版
【是否缺页】完整
【关键词】Nonparametric Estimation; Semiparametric Estimation; Statistic Methods

【内容简介】This 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.

• Most up-to-date and integrated coverage of subject available • Adrian Pagan is a world-class econometrician, well known for work in economic theory and public policy as well • Fills major gap in literature; will be a basic text for advanced first year graduate students in econometrics.

• Most up-to-date and integrated coverage of subject available • Adrian Pagan is a world-class econometrician, well known for work in economic theory and public policy as well • Fills major gap in literature; will be a basic text for advanced first year graduate students in econometrics.

【目录】

1  Introduction

2  Methods of Density Estimation

3  Conditional Moment Estimation

4  Nonparametric Estimation of Derivatives

5  Semiparametric Estimation of Single-Equation Models

6  Semiparametric and Nonparametric Estimation of Simutaneous-Equation Models

7  Semiparametric Estimation of Discrete Choice Models

8  Semiparametric Estimation of Selectivity Models

9  Semiparametric Estimation of Censored Regression Models

A  Statistic methods

目录 198413.pdf (2.39 MB)

2008-3-16 07:58:00 上传

【分享】Nonparametric Econometrics

感谢各位的捧场，免费提供给感兴趣的同仁。并感谢angleboy的内容简介。

198414.pdf (17.79 MB)

2008-3-16 08:13:00 上传

【分享】Nonparametric Econometrics

[此贴子已经被作者于2008-10-2 19:23:33编辑过]

yahoocom  金币 +1  奖励书 2009-3-2 10:19:47

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏18 回帖

关键词：econometrics Econometric Parametric metrics nonpara 分享 econometrics

我有复印的，哈哈！

这本书最好看纸版的。

我也是打印出来看的，扫描版嘛，直接看效果是不怎么样。

不过书是好书！

有没有最新版，上下两册？

不错。

haha  xiexie 

谢谢呀

Thanks

谢谢。