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Non-Parametric Econometrics
Ibrahim Ahamada and Emmanuel Flachaire
176 pages
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38 Figures, 4 tables
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234x156mm
978-0-19-957800-9
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Hardback
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23 December 2010
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- Accessible introduction to nonparametric and semiparametric econometrics
- A practical approach based on empirical examples
- Provides the main techniques without too much focus on mathematical formulas
- An accessible textbook for undergraduate and graduate econometrics courses
This book allows those with a basic knowledge of econometrics to learn the main nonparametric and semiparametric techniques used in econometric modelling, and how to apply them correctly. It looks at kernel density estimation, kernel regression, splines, wavelets, and mixture models, and provides useful empirical examples throughout. Using empirical application, several economic topics are addressed, including income distribution, wage equation, economic convergence, the Phillips curve, interest rate dynamics, returns volatility, and housing prices. A helpful appendix also explains how to implement the methods using R.
This useful book will appeal to practitioners and researchers who need an accessible introduction to nonparametric and semiparametric econometrics. The practical approach provides an overview of the main techniques without including too much focus on mathematical formulas. It also serves as an accompanying textbook for a basic course, typically at undergraduate or graduate level.Readership: Practitioners, researchers, undergraduates, and graduates in economics, econometrics, and statistics.
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Ibrahim Ahamada, Assistant Professor of Economics at the University Paris 1 Panthéon-Sorbonne, France, and Emmanuel Flachaire, Professor of Economics at Aix-Marseille University, France
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1: Kernel Density Estimation
2: Kernel Regression
3: Spline Regression
4: Wavelet Regression
5: Semi-Parametric Regression Models
6: Mixture Models
Appendix: Implementation in R
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The specification in this catalogue, including without limitation price, format, extent, number of illustrations, and month of publication, was as accurate as possible at the time the catalogue was compiled. Occasionally, due to the nature of some contractual restrictions, we are unable to ship a specific product to a particular territory. Jacket images are provisional and liable to change before publication.
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