This book systematically and thoroughly covers the vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the last five decades. Within this framework this is the first book to discuss the principles of the nonparametric approach to the topics covered in a first year graduate course in econometrics, e.g. regression function, heteroskedasticity, simultaneous equations models, logit-probit and censored models. Nonparametric and semiparametric methods potentially offer considerable reward to applied researchers, owing to the methods' ability to adapt to many unknown features of the data. Professors Pagan and Ullah provide intuitive explanations of difficult concepts, heuristic developments of theory, and empirical examples emphasizing the usefulness of the modern nonparametric approach. The book should provide a new perspective on teaching and research in applied subjects in general and econometrics and statistics in particular.
發表於2024-11-23
Nonparametric Econometrics 2024 pdf epub mobi 電子書 下載
這本書到有點老瞭,不過做問非參半參計量的入門教材還是不錯滴。寫得比較簡單,比較專屬在計量方麵,沒有糾結過多的技術細節,實證參考價值比較大,不過非參半參這種東西不懂理論的話應用還是比較危險,還是需要些其他輔助讀物。
評分這本書到有點老瞭,不過做問非參半參計量的入門教材還是不錯滴。寫得比較簡單,比較專屬在計量方麵,沒有糾結過多的技術細節,實證參考價值比較大,不過非參半參這種東西不懂理論的話應用還是比較危險,還是需要些其他輔助讀物。
評分這本書到有點老瞭,不過做問非參半參計量的入門教材還是不錯滴。寫得比較簡單,比較專屬在計量方麵,沒有糾結過多的技術細節,實證參考價值比較大,不過非參半參這種東西不懂理論的話應用還是比較危險,還是需要些其他輔助讀物。
評分這本書到有點老瞭,不過做問非參半參計量的入門教材還是不錯滴。寫得比較簡單,比較專屬在計量方麵,沒有糾結過多的技術細節,實證參考價值比較大,不過非參半參這種東西不懂理論的話應用還是比較危險,還是需要些其他輔助讀物。
評分這本書到有點老瞭,不過做問非參半參計量的入門教材還是不錯滴。寫得比較簡單,比較專屬在計量方麵,沒有糾結過多的技術細節,實證參考價值比較大,不過非參半參這種東西不懂理論的話應用還是比較危險,還是需要些其他輔助讀物。
圖書標籤: Nonparametric Econometrics 非參數 統計 statistics Semiparametric
Nonparametric Econometrics 2024 pdf epub mobi 電子書 下載