Semiparametric regression for the applied econometrician:
This 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 con...
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2003
|
| Schriftenreihe: | Themes in modern econometrics
|
| Links: | https://doi.org/10.1017/CBO9780511615887 |
| Zusammenfassung: | This 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 industrial organization, labor, development, urban, energy and financial economics. A variety of testing procedures are covered including simple goodness of fit tests and residual regression tests. These procedures can be used to test hypotheses such as parametric and semiparametric specifications, significance, monotonicity and additive separability. Other topics include endogeneity of parametric and nonparametric effects, as well as heteroskedasticity and autocorrelation in the residuals. Bootstrap procedures are provided. |
| Umfang: | 1 Online-Ressource (xix, 213 Seiten) |
| ISBN: | 9780511615887 |
Internformat
MARC
| LEADER | 00000nam a2200000 i 4500 | ||
|---|---|---|---|
| 001 | ZDB-20-CTM-CR9780511615887 | ||
| 003 | UkCbUP | ||
| 005 | 20151005020622.0 | ||
| 006 | m|||||o||d|||||||| | ||
| 007 | cr|||||||||||| | ||
| 008 | 090914s2003||||enk o ||1 0|eng|d | ||
| 020 | |a 9780511615887 | ||
| 100 | 1 | |a Yatchew, Adonis | |
| 245 | 1 | 0 | |a Semiparametric regression for the applied econometrician |c Adonis Yatchew |
| 264 | 1 | |a Cambridge |b Cambridge University Press |c 2003 | |
| 300 | |a 1 Online-Ressource (xix, 213 Seiten) | ||
| 336 | |b txt | ||
| 337 | |b c | ||
| 338 | |b cr | ||
| 490 | 1 | |a Themes in modern econometrics | |
| 520 | |a This 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 industrial organization, labor, development, urban, energy and financial economics. A variety of testing procedures are covered including simple goodness of fit tests and residual regression tests. These procedures can be used to test hypotheses such as parametric and semiparametric specifications, significance, monotonicity and additive separability. Other topics include endogeneity of parametric and nonparametric effects, as well as heteroskedasticity and autocorrelation in the residuals. Bootstrap procedures are provided. | ||
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9780521012263 |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9780521812832 |
| 966 | 4 | 0 | |l DE-91 |p ZDB-20-CTM |q TUM_PDA_CTM |u https://doi.org/10.1017/CBO9780511615887 |3 Volltext |
| 912 | |a ZDB-20-CTM | ||
| 912 | |a ZDB-20-CTM | ||
| 049 | |a DE-91 | ||
Datensatz im Suchindex
| DE-BY-TUM_katkey | ZDB-20-CTM-CR9780511615887 |
|---|---|
| _version_ | 1825574049164558336 |
| adam_text | |
| any_adam_object | |
| author | Yatchew, Adonis |
| author_facet | Yatchew, Adonis |
| author_role | |
| author_sort | Yatchew, Adonis |
| author_variant | a y ay |
| building | Verbundindex |
| bvnumber | localTUM |
| collection | ZDB-20-CTM |
| format | eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01814nam a2200265 i 4500</leader><controlfield tag="001">ZDB-20-CTM-CR9780511615887</controlfield><controlfield tag="003">UkCbUP</controlfield><controlfield tag="005">20151005020622.0</controlfield><controlfield tag="006">m|||||o||d||||||||</controlfield><controlfield tag="007">cr||||||||||||</controlfield><controlfield tag="008">090914s2003||||enk o ||1 0|eng|d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780511615887</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Yatchew, Adonis</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Semiparametric regression for the applied econometrician</subfield><subfield code="c">Adonis Yatchew</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge</subfield><subfield code="b">Cambridge University Press</subfield><subfield code="c">2003</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (xix, 213 Seiten)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Themes in modern econometrics</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">This 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 industrial organization, labor, development, urban, energy and financial economics. A variety of testing procedures are covered including simple goodness of fit tests and residual regression tests. These procedures can be used to test hypotheses such as parametric and semiparametric specifications, significance, monotonicity and additive separability. Other topics include endogeneity of parametric and nonparametric effects, as well as heteroskedasticity and autocorrelation in the residuals. Bootstrap procedures are provided.</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9780521012263</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9780521812832</subfield></datafield><datafield tag="966" ind1="4" ind2="0"><subfield code="l">DE-91</subfield><subfield code="p">ZDB-20-CTM</subfield><subfield code="q">TUM_PDA_CTM</subfield><subfield code="u">https://doi.org/10.1017/CBO9780511615887</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-20-CTM</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-20-CTM</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-91</subfield></datafield></record></collection> |
| id | ZDB-20-CTM-CR9780511615887 |
| illustrated | Not Illustrated |
| indexdate | 2025-03-03T11:58:03Z |
| institution | BVB |
| isbn | 9780511615887 |
| language | English |
| open_access_boolean | |
| owner | DE-91 DE-BY-TUM |
| owner_facet | DE-91 DE-BY-TUM |
| physical | 1 Online-Ressource (xix, 213 Seiten) |
| psigel | ZDB-20-CTM TUM_PDA_CTM ZDB-20-CTM |
| publishDate | 2003 |
| publishDateSearch | 2003 |
| publishDateSort | 2003 |
| publisher | Cambridge University Press |
| record_format | marc |
| series2 | Themes in modern econometrics |
| spelling | Yatchew, Adonis Semiparametric regression for the applied econometrician Adonis Yatchew Cambridge Cambridge University Press 2003 1 Online-Ressource (xix, 213 Seiten) txt c cr Themes in modern econometrics This 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 industrial organization, labor, development, urban, energy and financial economics. A variety of testing procedures are covered including simple goodness of fit tests and residual regression tests. These procedures can be used to test hypotheses such as parametric and semiparametric specifications, significance, monotonicity and additive separability. Other topics include endogeneity of parametric and nonparametric effects, as well as heteroskedasticity and autocorrelation in the residuals. Bootstrap procedures are provided. Erscheint auch als Druck-Ausgabe 9780521012263 Erscheint auch als Druck-Ausgabe 9780521812832 |
| spellingShingle | Yatchew, Adonis Semiparametric regression for the applied econometrician |
| title | Semiparametric regression for the applied econometrician |
| title_auth | Semiparametric regression for the applied econometrician |
| title_exact_search | Semiparametric regression for the applied econometrician |
| title_full | Semiparametric regression for the applied econometrician Adonis Yatchew |
| title_fullStr | Semiparametric regression for the applied econometrician Adonis Yatchew |
| title_full_unstemmed | Semiparametric regression for the applied econometrician Adonis Yatchew |
| title_short | Semiparametric regression for the applied econometrician |
| title_sort | semiparametric regression for the applied econometrician |
| work_keys_str_mv | AT yatchewadonis semiparametricregressionfortheappliedeconometrician |