Non-parametric Econometrics - Ahamada, Ibrahim, and Flachaire, Emmanuel

This book allows those with a basic knowledge of econometrics to learn the main nonparametric and semiparametric techniques used in econometric modelling, and how to apply them correctly. It looks at kernel density estimation, kernel regression, splines, wavelets, and mixture models, and provides useful empirical examples throughout. Using ...

Non-parametric Econometrics 2010, Oxford University Press, Oxford

ISBN-13: 9780199578009