TY - BOOK ID - 17084806 TI - Nonparametric econometrics : theory and practice. AU - 李栖 AU - Racine, Jeffrey Scott PY - 2007 SN - 9780691121611 0691121613 PB - Princeton Princeton University Press DB - UniCat KW - Econometrics KW - Nonparametric statistics KW - 330.0151954 KW - econometrie KW - regressie-analyse KW - wiskundige statistiek KW - 303.5 KW - AA / International- internationaal KW - 330.115 KW - Distribution-free statistics KW - Statistics, Distribution-free KW - Statistics, Nonparametric KW - Mathematical statistics KW - Economics, Mathematical KW - Statistics KW - 330.115 Econometrie KW - 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 - Econometrics. KW - Nonparametric statistics. UR - https://www.unicat.be/uniCat?func=search&query=sysid:17084806 AB - Until 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. ER -