Semiparametric Regression for the Applied Econometrician PDF Free
Semiparametric Regression for the Applied Econometrician PDF
By:Adonis Yatchew
Published on 2003-06-02 by Cambridge University Press
This book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimation of Engel curves and equivalence scales, scale economies, semiparametric Cobb-Douglas, translog and CES cost functions, household gasoline consumption, hedonic housing prices, option prices and state price density estimation. The book should be of interest to a broad range of economists including those working in industrial organization, labor, development, urban, energy and financial economics. A variety of testing procedures are covered including simple goodness of fit tests and residual regression tests. These procedures can be used to test hypotheses such as parametric and semiparametric specifications, significance, monotonicity and additive separability. Other topics include endogeneity of parametric and nonparametric effects, as well as heteroskedasticity and autocorrelation in the residuals. Bootstrap procedures are provided.
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Book ID of Semiparametric Regression for the Applied Econometrician's Books is AMgrYvwPl1kC, Book which was written byAdonis Yatchewhave ETAG "l1ESVrciuQg"
Book which was published by Cambridge University Press since 2003-06-02 have ISBNs, ISBN 13 Code is 9780521012263 and ISBN 10 Code is 0521012260
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Book which have "213 Pages" is Printed at BOOK under CategoryBusiness and Economics
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Download Semiparametric Regression for the Applied Econometrician PDF Free
Download Semiparametric Regression for the Applied Econometrician Books Free
Download Semiparametric Regression for the Applied Econometrician Free
Download Semiparametric Regression for the Applied Econometrician PDF
Download Semiparametric Regression for the Applied Econometrician Books
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