Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics
The book contains the latest research on nonparametric and semiparametric econometrics and statistics. These data-driven models seek to replace the “classical” parametric models of the past, which were rigid and often linear. Chapters by leading international econometricians and statisticians highli...
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sg-smu-ink.soe_research-24482017-08-03T04:35:16Z Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics RACINE, Jeffrey SU, Liangjun ULLAH, Aman The book contains the latest research on nonparametric and semiparametric econometrics and statistics. These data-driven models seek to replace the “classical” parametric models of the past, which were rigid and often linear. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures. They provide a balanced view of new developments in the analysis and modeling of applied sciences with cross-section, time series, panel, and spatial data sets. The major topics of the volume include: the methodology of semiparametric models and special regressor methods; inverse, ill-posed, and well-posed problems; different methodologies related to additive models; sieve regression estimators, nonparametric and semiparametric regression models, and the true error of competing approximate models; support vector machines and their modeling of default probability; series estimation of stochastic processes and some of their applications in Econometrics; identification, estimation, and specification problems in a class of semilinear time series models; nonparametric and semiparametric techniques applied to nonstationary or near nonstationary variables; the estimation of a set of regression equations; and a new approach to the analysis of nonparametric models with exogenous treatment assignment. 2014-02-01T08:00:00Z text https://ink.library.smu.edu.sg/soe_research/1449 https://search.library.smu.edu.sg/primo-explore/fulldisplay?docid=SMU_ALMA2137023970002601&context=L&vid=SMU_NUI&search_scope=Everything&tab=default_tab&lang=en_US Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Econometrics non-parametric statistics Econometrics |
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Econometrics non-parametric statistics Econometrics RACINE, Jeffrey SU, Liangjun ULLAH, Aman Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics |
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The book contains the latest research on nonparametric and semiparametric econometrics and statistics. These data-driven models seek to replace the “classical” parametric models of the past, which were rigid and often linear. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures. They provide a balanced view of new developments in the analysis and modeling of applied sciences with cross-section, time series, panel, and spatial data sets. The major topics of the volume include: the methodology of semiparametric models and special regressor methods; inverse, ill-posed, and well-posed problems; different methodologies related to additive models; sieve regression estimators, nonparametric and semiparametric regression models, and the true error of competing approximate models; support vector machines and their modeling of default probability; series estimation of stochastic processes and some of their applications in Econometrics; identification, estimation, and specification problems in a class of semilinear time series models; nonparametric and semiparametric techniques applied to nonstationary or near nonstationary variables; the estimation of a set of regression equations; and a new approach to the analysis of nonparametric models with exogenous treatment assignment. |
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text |
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RACINE, Jeffrey SU, Liangjun ULLAH, Aman |
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RACINE, Jeffrey SU, Liangjun ULLAH, Aman |
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RACINE, Jeffrey |
title |
Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics |
title_short |
Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics |
title_full |
Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics |
title_fullStr |
Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics |
title_full_unstemmed |
Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics |
title_sort |
oxford handbook of applied nonparametric and semiparametric econometrics and statistics |
publisher |
Institutional Knowledge at Singapore Management University |
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2014 |
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https://ink.library.smu.edu.sg/soe_research/1449 https://search.library.smu.edu.sg/primo-explore/fulldisplay?docid=SMU_ALMA2137023970002601&context=L&vid=SMU_NUI&search_scope=Everything&tab=default_tab&lang=en_US |
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