Applied Nonparametric Econometrics

Daniel Henderson () and Christopher Parmeter

in Cambridge Books from Cambridge University Press

Abstract: The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignore the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians. It discusses in depth, and in terms that someone with only one year of graduate econometrics can understand, basic to advanced nonparametric methods. The analysis starts with density estimation and motivates the procedures through methods that should be familiar to the reader. It then moves on to kernel regression, estimation with discrete data, and advanced methods such as estimation with panel data and instrumental variables models. The book pays close attention to the issues that arise with programming, computing speed, and application. In each chapter, the methods discussed are applied to actual data, paying attention to presentation of results and potential pitfalls.

Date: 2015
References: Add references at CitEc
Citations: View citations in EconPapers (116)

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

Related works:
Book: Applied Nonparametric Econometrics (2015)
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:9781107010253

Ordering information: This item can be ordered from
http://www.cambridge ... p?isbn=9781107010253

Access Statistics for this book

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