TY - BOOK ID - 6758951 TI - Semiparametric regression for the applied econometrician PY - 2003 SN - 0521812836 0521012260 0511064675 1280161205 0511120397 0511205988 0511296991 0511615884 0511073135 1107133106 9780511064678 9780511073137 9780521812832 9780521012263 9781280161209 9780511120398 9780511205989 9780511296994 9780511615887 PB - Cambridge : Cambridge University Press, DB - UniCat KW - Econometrics KW - Regression Analysis KW - AA / International- internationaal KW - 305.971 KW - 303.5 KW - Speciale gevallen in econometrische modelbouw. KW - Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek). KW - 330.115 KW - Regression analysis KW - Analysis, Regression KW - Linear regression KW - Regression modeling KW - Multivariate analysis KW - Structural equation modeling KW - Economics, Mathematical KW - Statistics KW - Econometrie KW - Credit -- Mathematical models. KW - Econometrics. KW - Regression analysis. KW - Risk management -- Mathematical models. KW - Business & Economics KW - Economic Theory KW - 330.115 Econometrie KW - Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek) KW - Speciale gevallen in econometrische modelbouw KW - Business, Economy and Management KW - Economics UR - https://www.unicat.be/uniCat?func=search&query=sysid:6758951 AB - This book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimation of Engel curves and equivalence scales, scale economies, semiparametric Cobb-Douglas, translog and CES cost functions, household gasoline consumption, hedonic housing prices, option prices and state price density estimation. The book should be of interest to a broad range of economists including those working in industrial organization, labor, development, urban, energy and financial economics. A variety of testing procedures are covered including simple goodness of fit tests and residual regression tests. These procedures can be used to test hypotheses such as parametric and semiparametric specifications, significance, monotonicity and additive separability. Other topics include endogeneity of parametric and nonparametric effects, as well as heteroskedasticity and autocorrelation in the residuals. Bootstrap procedures are provided. ER -