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Applied Nonparametric Econometrics (2015) by Daniel J Henderson and Christopher F Parmeter [Dr Soc]

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  Applied Nonparametric Econometrics by Daniel
J. Henderson and Christopher F. Parmeter
  English | 2015 | ISBN: 0521279682, 110701025X | 378 pages | EPUB +
azw3 | 7 + 7.7 MB
  
  The majority of empirical research in economics ignores the potential benefits of
nonparametric methods, while the majority of advances in nonparametric theory ignores the problems faced in applied
econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians.
It discusses in depth, and in terms that someone with only one year of graduate econometrics can understand, basic to
advanced nonparametric methods. The analysis starts with density estimation and motivates the procedures through methods
that should be familiar to the reader. It then moves on to kernel regression, estimation with discrete data, and
advanced methods such as estimation with panel data and instrumental variables models. The book pays close attention to
the issues that arise with programming, computing speed, and application. In each chapter, the methods discussed are
applied to actual data, paying attention to presentation of results and potential pitfalls.
  
  
  
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