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URL :  NonParametric Econometrics: A Primer
Author : Jeffrey S. Racine
Detail : eBook Edition: 2008

This article will demonstrate how a range of nonparametric methods can in fact be deployed in a fairly straightforward manner. Rather than aiming for encyclopedic coverage of the field, we shall restrict attention to a set of touchstone topics while making liberal use of examples for illustrative purposes. We will emphasize settings in which the user may wish to model a dataset comprised of continuous, discrete, or categorical data (nominal or ordinal), or any combination thereof. (From author)

eBook Contents

Introduction - Density and Probability Function Estimation - Conditional Density Estimation – Regression - Semiparametric Regression - Panel Data Models - Consistent Hypothesis Testing - Computational Considerations – Software – Conclusions – Acknowledgments - Background Material - Notations and Acronyms - References

eBook License: Copyrighted (Personal Use Only) 

Free PDF eBook - 627 Kb - 88 pages
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