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020 _a0-691-12161-3
040 _cIZA
100 _aLi, Qi
_93926
100 _aRacine, Jeffrey Scott
_93927
245 0 _aNonparametric Econometrics: Theory and Practice
260 _c2007
_bPrinceton University Press,
_aPrinceton, N.J.,
300 _a746 pages
340 _hC2 81
520 _aUntil now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. Nonparametric Econometrics fills a major gap by gathering together the most up-to-date theory and techniques and presenting them in a remarkably straightforward and accessible format. The empirical tests, data, and exercises included in this textbook help make it the ideal introduction for graduate students and an indispensable resource for researchers. Nonparametric and semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing books on the subject operate from the presumption that the underlying data is strictly continuous in nature, more often than not social scientists deal with categorical data — nominal and ordinal — in applied settings. The conventional nonparametric approach to dealing with the presence of discrete variables is acknowledged to be unsatisfactory. This book is tailored to the needs of applied econometricians and social scientists. Qi Li and Jeffrey Racine emphasize nonparametric techniques suited to the rich array of data types — continuous, nominal, and ordinal — within one coherent framework. They also emphasize the properties of nonparametric estimators in the presence of potentially irrelevant variables. Nonparametric Econometrics covers all the material necessary to understand and apply nonparametric methods for real-world problems.
650 _aeconometrics
_93928
650 _aapplied econometrics
_95478
650 _asocial sciences
_9571
650 _adata analysis
_91118
650 _anonparametric econometrics
_93768
655 _atextbook
_95204
856 _uhttps://press.princeton.edu/books/hardcover/9780691121611/nonparametric-econometrics
_yPublisher's website
942 _cBO
_2ddc