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R 12 us
Racine, J. S.
Nonparametric Econometrics: A Primer
[Электронный ресурс] / J. S. Racine. - Boston : NOW, 2008. -
ISBN 978-1-60198-110-3 : Б. ц.
Кл.слова (ненормированные):
Statistical methods --
Nonparametric
Econometrics
Аннотация: Nonparametric Econometrics is a primer for those
who wish to familiarize themselves with nonparametric econometrics.
While the underlying theory for many of these methods can be
daunting for practitioners, this monograph presents a range of
nonparametric methods that can be deployed in a fairly
straightforward manner. Nonparametric methods are statistical
techniques that do not require a researcher to specify functional
forms for objects being estimated. The methods surveyed are known
as kernel methods, which are becoming increasingly popular for
applied data analysis. The appeal of nonparametric methods stems
from the fact that they relax the parametric assumptions imposed on
the data generating process and let the data determine an
appropriate model. Nonparametric Econometrics focuses on a set of
touchstone topics while making liberal use of examples for
illustrative purposes. The author provides 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. Recent developments are considered, including some where
the variables involved may in fact be irrelevant, which alters the
behavior of the estimators and optimal bandwidths in a manner that
deviates substantially from conventional approaches.
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