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The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics / edited by Jeffrey Racine, Liangjun Su, and Aman Ullah

Additional Titles:
Handbook of applied nonparametric and semiparametric econometrics and statistics and Applied nonparametric and semiparametric econometrics and statistics
Published:
New York : Oxford University Press, [2014]
Copyright Date:
©2014
Physical Description:
1 online resource (xviii, 539 pages) : illustrations (black and white).
Additional Creators:
Racine, Jeffrey Scott, 1962-, Su, Liangjun, and Ullah, Aman
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Series:
Contents:
Machine generated contents note: pt. I METHODOLOGY -- 1.The Hilbert Space Theoretical Foundation of Semi-Nonparametric Modeling / Herman J. Bierens -- 2.An Overview of the Special Regressor Method / Arthur Lewbel -- pt. II INVERSE PROBLEMS -- 3.Asymptotic Normal Inference in Linear Inverse Problems / Eric Renault -- 4.Identification and Well-Posedness in Nonparametric Models with Independence Conditions / Victoria Zinde-Walsh -- pt. III ADDITIVE MODELS -- 5.Nonparametric Additive Models / Joel L. Horowitz -- 6.Oracally Efficient Two-step Estimation for Additive Regression / Lijian Yang -- 7.Additive Models: Extensions and Related Models / Melanie Schienle -- pt. IV MODEL SELECTION AND AVERAGING -- 8.Nonparametric Sieve Regression: Least Squares, Averaging Least Squares, and Cross-Validation / Bruce E. Hansen -- 9.Variable Selection in Nonparametric and Semiparametric Regression Models / Yonghui Zhang -- 10.Data-Driven Model Evaluation: A Test for Revealed Performance / Christopher F. Parmeter -- 11.Support Vector Machines with Evolutionary Model Selection for Default Prediction / Christian M. Hafner -- pt. V TIME SERIES -- 12.Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications / Zhipeng Liao -- 13.Identification, Estimation, and Specification in a Class of Semilinear Time Series Models / Jiti Gao -- 14.Nonparametric and Semiparametric Estimation and Hypothesis Testing with Nonstationary Time Series / Qi Li -- pt. VI CROSS SECTION -- 15.Nonparametric and Semiparametric Estimation of a Set of Regression Equations / Yun Wang -- 16.Searching for Rehabilitation in Nonparametric Regression Models with Exogenous Treatment Assignment / Esfandiar Maasoumi.
Summary:
This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures.
Subject(s):
ISBN:
9780199351039 (ebook)
Note:
AVAILABLE ONLINE TO AUTHORIZED PSU USERS.
Bibliography Note:
Includes bibliographical references and index.
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