【2019专辑】Nonparametric Econometric Methods and Application

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Nonparametric Econometric Methods and Application
by Thanasis Stengos (Editor)

About this book
The present Special Issue collects a number of new contributions both at the theoretical level and in terms of applications in the areas of nonparametric and semiparametric econometric methods. In particular, this collection of papers that cover areas such as developments in local smoothing techniques, splines, series estimators, and wavelets will add to the existing rich literature on these subjects and enhance our ability to use data to test economic hypotheses in a variety of fields, such as financial economics, microeconomics, macroeconomics, labor economics, and economic growth, to name a few.

Brief contents

• Leverage and Volatility Feedback Effects and Conditional Dependence Index: A Nonparametric Study
• Greenhouse Emissions and Productivity Growth
• Nonparametric Estimation of a Conditional Quantile Function in a Fixed Effects Panel Data Model
• Financial Development and Countries’ Production Efficiency: A Nonparametric Analysis
• On the Performance of Wavelet Based Unit Root Tests
• Monte Carlo Comparison for Nonparametric Threshold Estimators
• Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis
• Forecasting of Realised Volatility with the Random Forests Algorithm
• Growth and Debt: An Endogenous Smooth Coefficient Approach
• Smoothed Maximum Score Estimation of Discrete Duration Models
• Nonparametric Approach to Evaluation of Economic and Social Development in the EU28
  

Pages: 224 pages
Publisher: Mdpi AG (May 20, 2019)
Language: English
ISBN-10: 3038979643
ISBN-13: 978-3038979647

MDPI__Nonparametric Econometric Methods and Application.pdf (3.07 MB, 需要: 15 个论坛币)

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分享0 收藏9 回帖

Thanks a lot!

谢谢分享

非参数计量经济学。默默地打开我的词霸。

好书，感谢分享

slowry 发表于 2019-5-30 22:52
Nonparametric Econometric Methods and Application
by Thanasis Stengos (Editor)

默默地看着，是不是和六西格玛里面的非参数类似呢。

THANK YOU

thanks ..

感谢分享