東華大學圖書館 |

Nonparametric econometric methods

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Nonparametric econometric methods/ edited by Qi Li, Jeffrey S. Racine.{me_controlnum}
其他作者:	Li, Qi,
出版者:	Bingley, U.K. :Emerald, : 2009.,
面頁冊數:	1 online resource (xx, 549 p.).
內容註:	Semiparametric estimation of fixed-effects panel data varying coefficient models / Yiguo Sun,Raymond J. Carroll, Dingding Li -- Functionalcoefficient estimation with both categorical and continuous data / Liangjun Su, Ye Chen, Aman Ullah -- The evolution of the conditional jointdistribution of life expectancy and per capita income growth / Thanasis Stengos, Brennan S. Thompson, Ximing Wu -- A nonparametric quantile analysis of growth and governance / Kim P. Huynh, David T. Jacho-Chávez -- Nonparametric estimation of production risk and risk preference functions / Subal C. Kumbhakar, Efthymios G. Tsionas -- Exponential series estimation of empirical copulas with application to financial returns / Chinman Chui, Ximing Wu -- Nonparametric estimation of multivariate CDF with categorical and continuous data / Gaosheng Ju, Rui Li, Zhongwen Liang -- Partial identification of the distribution of treatment effects and its confidence sets / Yanqin Fan, Sang Soo Park -- Higher order bias reduction of kernel density and density derivative estimation at boundary points / Peter Bearse,Paul Rilstone -- Nonparametric and semiparametric methods in R / Jeffrey S. Racine -- Some recent developments in nonparametric finance / Zongwu Cai, Yongmiao Hong -- Imposing economic constraints innonparametric regression : survey, implementation,and extension / Daniel J. Henderson, Christopher F. Parmeter -- Functional form of the environmental Kuznets curve / Hector O. Zapata, Krishna P. Paudel -- Some recent developments on nonparametric econometrics /Zongwu Cai, Jingping Gu, Qi Li -- Cross-validated bandwidths and significance testing / Christopher F. Parmeter, Zhiyuan Zheng, Patrick McCann -- Introduction / Qi Li, Jeffrey S. Racine.
標題:	Business & Economics - Statistics. -
電子資源:	http://www.emeraldinsight.com/0731-9053/25
ISBN:	9781849506243 (electronic bk.)

Nonparametric econometric methods
Nonparametric econometric methods[electronic resource] /edited by Qi Li, Jeffrey S. Racine.{me_controlnum} - Bingley, U.K. :Emerald,2009. - 1 online resource (xx, 549 p.). - Advances in econometrics,v. 250731-9053 ;. - Advances in econometrics ;v. 12..

Semiparametric estimation of fixed-effects panel data varying coefficient models / Yiguo Sun,Raymond J. Carroll, Dingding Li -- Functionalcoefficient estimation with both categorical and continuous data / Liangjun Su, Ye Chen, Aman Ullah -- The evolution of the conditional jointdistribution of life expectancy and per capita income growth / Thanasis Stengos, Brennan S. Thompson, Ximing Wu -- A nonparametric quantile analysis of growth and governance / Kim P. Huynh, David T. Jacho-Chávez -- Nonparametric estimation of production risk and risk preference functions / Subal C. Kumbhakar, Efthymios G. Tsionas -- Exponential series estimation of empirical copulas with application to financial returns / Chinman Chui, Ximing Wu -- Nonparametric estimation of multivariate CDF with categorical and continuous data / Gaosheng Ju, Rui Li, Zhongwen Liang -- Partial identification of the distribution of treatment effects and its confidence sets / Yanqin Fan, Sang Soo Park -- Higher order bias reduction of kernel density and density derivative estimation at boundary points / Peter Bearse,Paul Rilstone -- Nonparametric and semiparametric methods in R / Jeffrey S. Racine -- Some recent developments in nonparametric finance / Zongwu Cai, Yongmiao Hong -- Imposing economic constraints innonparametric regression : survey, implementation,and extension / Daniel J. Henderson, Christopher F. Parmeter -- Functional form of the environmental Kuznets curve / Hector O. Zapata, Krishna P. Paudel -- Some recent developments on nonparametric econometrics /Zongwu Cai, Jingping Gu, Qi Li -- Cross-validated bandwidths and significance testing / Christopher F. Parmeter, Zhiyuan Zheng, Patrick McCann -- Introduction / Qi Li, Jeffrey S. Racine.

This Volume of Advances in Econometrics contains a selection of papers presented initially atthe 7th Annual Advances in Econometrics Conference held on the LSU campus in Baton Rouge, Louisianaduring November 14-16, 2008. The theme of the conference was 'Nonparametric EconometricMethods', and the papers selected for inclusion in this Volume span a range of nonparametric techniques including kernel smoothing, empiricalcopulas, series estimators, and smoothing splines along with a varietyof semiparametric methods. The papers in this Volume cover topics of interest to those who wish to familiarize themselves with current nonparametric methodology. Many papers also identify areas deserving of future attention. There exist survey papers devoted to recent developments in nonparametric nance, constrained nonparametric regression, miparametric/nonparametric environmental econometrics andnonparametric models with non-stationary data. There exist theoretical papers dealing with novel approaches for partial identification of the distribution of treatment effects, xed effects semiparametric panel data models, functional coefficient models with time series data, exponential series estimators of empirical copulas, estimation of multivariate CDFs and bias-reductionmethods for density estimation. There also exist a number of applications that analyze returns to education, the evolution of income and lifeexpectancy, the role of governance in growth, farm production, city size and unemployment rates, derivative pricing, and environmental pollution and economic growth. In short, thisVolume contains a range of theoretical developments, surveys, and applications that would be of interest to those who wish to keep abreast of some of the most important current developments in the field of nonparametric estimation.

ISBN: 9781849506243 (electronic bk.)Subjects--Topical Terms:

1557466
Business & Economics
--Statistics.

LC Class. No.: HB141 / .N66 2009

Dewey Class. No.: 330.015195

Universal Decimal Class. No.: 303.725.33

Nonparametric econometric methods
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520 $a This Volume of Advances in Econometrics contains a selection of papers presented initially atthe 7th Annual Advances in Econometrics Conference held on the LSU campus in Baton Rouge, Louisianaduring November 14-16, 2008. The theme of the conference was 'Nonparametric EconometricMethods', and the papers selected for inclusion in this Volume span a range of nonparametric techniques including kernel smoothing, empiricalcopulas, series estimators, and smoothing splines along with a varietyof semiparametric methods. The papers in this Volume cover topics of interest to those who wish to familiarize themselves with current nonparametric methodology. Many papers also identify areas deserving of future attention. There exist survey papers devoted to recent developments in nonparametric nance, constrained nonparametric regression, miparametric/nonparametric environmental econometrics andnonparametric models with non-stationary data. There exist theoretical papers dealing with novel approaches for partial identification of the distribution of treatment effects, xed effects semiparametric panel data models, functional coefficient models with time series data, exponential series estimators of empirical copulas, estimation of multivariate CDFs and bias-reductionmethods for density estimation. There also exist a number of applications that analyze returns to education, the evolution of income and lifeexpectancy, the role of governance in growth, farm production, city size and unemployment rates, derivative pricing, and environmental pollution and economic growth. In short, thisVolume contains a range of theoretical developments, surveys, and applications that would be of interest to those who wish to keep abreast of some of the most important current developments in the field of nonparametric estimation.
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