Semiparametric Regression for the Applied Econometrician pdf epub mobi txt 电子书下载 2024

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Yatchew, Adonis

Cambridge Univ Pr

2003-6

213

$ 42.93

Pap

9780521012263

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发表于2024-11-25

Semiparametric Regression for the Applied Econometrician epub 下载 mobi 下载 pdf 下载 txt 电子书下载 2024

Semiparametric Regression for the Applied Econometrician pdf epub mobi txt 电子书下载 2024

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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.

Semiparametric Regression for the Applied Econometrician 下载 mobi epub pdf txt 电子书