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Nonparametric Econometrics - Aman Ullah,Adrian Pagan

Anglų
2004-06-26
208,31 € 320,47 €

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This book systematically and thoroughly covers a vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the past five decades. Within this framework, this is the first book to discuss the principles of the nonparametric approach to the topics covered in a first year graduate course in econometrics, e.g., regression function, heteroskedasticity, simultaneous ... Visas aprašymas

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Aprašymas

This book systematically and thoroughly covers a vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the past five decades. Within this framework, this is the first book to discuss the principles of the nonparametric approach to the topics covered in a first year graduate course in econometrics, e.g., regression function, heteroskedasticity, simultaneous equations models, logit-probit and censored models. Professors Pagan and Ullah provide intuitive explanations of difficult concepts, heuristic developments of theory, and empirical examples emphasizing the usefulness of modern nonparametric approach. The book should provide a new perspective on teaching and research in applied subjects in general and econometrics and statistics in particular.

Daugiau informacijos

Autorius Aman Ullah, Adrian Pagan
Leidėjas Cambridge University Press
Išleidimo metai 2004
Viršelio tipas Kieti viršeliai
EAN 9780521355643
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208,31 € 320,47 €