Semiparametric Regression for the Applied Econometrician

Adonis Yatchew

in Cambridge Books from Cambridge University Press

Abstract: 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.

Date: 2003
References: Add references at CitEc
Citations: View citations in EconPapers (178)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Book: Semiparametric Regression for the Applied Econometrician (2003)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cup:cbooks:9780521012263

Ordering information: This item can be ordered from
http://www.cambridge ... p?isbn=9780521012263

Access Statistics for this book

More books in Cambridge Books from Cambridge University Press
Bibliographic data for series maintained by Data Services (data.services@cambridge.org).