Обложка книги Semiparametric Regression for the Applied Econometrician (Themes in Modern Econometrics)

Semiparametric Regression for the Applied Econometrician (Themes in Modern Econometrics)

ISBN: 0521012260; 9780521012263;
Издательство: Cambridge University Press

Book DescriptionAdonis Yatchew provides simple and flexible (nonparametric) techniques for analyzing regression data. He includes a series of empirical examples with the estimation of Engel curves and equivalence scales, scale economies, household gasoline consumption, housing prices, option prices and state price density estimation. The book is of interest to a broad range of economists including those working in industrial organization, labor, development, and urban, energy and financial economics.Download DescriptionThis 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...