000			02368cam a22002895a 4500
001			18132330
005			20161023112949.0
008			140429s2015 nyua frb f001 0 eng d
020			_a9780521279680
040			_aDLC _beng _cDLC _dEG-ScBUE
082	0	4	_a330.0151954 _222 _bHEN
100	1		_aHenderson, Daniel J.
245	1	0	_aApplied nonparametric econometrics / _cDaniel J. Henderson, Christopher F. Parmeter.
260			_aNew York : _bCambridge University Press, _c2015.
300			_axii, 367 p. ; _bill. ; _c26 cm.
500			_aIndex : p. 359-367.
504			_aBibliography : p. 343-357.
505	8		_aMachine generated contents note: 1. Introduction; 2. Univariate density estimation; 3. Multivariate density estimation; 4. Testing; 5. Regression; 6. Testing; 7. Smoothing discrete variables; 8. Regression with discrete covariates; 9. Semiparametric methods; 10. Instrumental variables; 11. Panel data; 12. Constrained estimation and inference.
520			_a"Bridging the gap between applied economists and theoretical nonparametric econometricians, this book explains basic to advanced nonparametric methods with applications"--
520			_a"The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignores 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"--
650		7	_aEconometrics. _2BUEsh _93215
650		0	_aNonparametric statistics. _2BUEsh
651			_2BUEsh
653			_bBUSADM _cOctober2016
700	1		_aParmeter, Christopher F.
942			_2ddc
999			_c22776 _d22748