This monograph contains solutions to the exercises appearing in Li and Racine ( ). Solutions to the empirical exercises are provided in the. Qi Li and Jeffrey Racine emphasize nonparametric techniques suited to the rich array of data types–continuous, nominal, and ordinal–within one coherent. Nonparametric Econometrics: Theory and Practice. Qi Li and Jeffrey Scott Racine . Article in Journal of the American Statistical Association (June)

Author: Meztilkree Mikalmaran
Country: Philippines
Language: English (Spanish)
Genre: Business
Published (Last): 22 August 2016
Pages: 117
PDF File Size: 13.46 Mb
ePub File Size: 12.9 Mb
ISBN: 419-1-34092-500-6
Downloads: 2992
Price: Free* [*Free Regsitration Required]
Uploader: Nat

It provides an extremely thorough coverage of our knowledge in the area of nonparametric and semiparametric methods as they apply to economic models and economic data. To find whether it is available, there are three options: This allows to link your profile to this item. If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. In gacine, because the coverage of the book is very comprehensive and up-to-date, it constitutes an excellent reference for researchers applying these techniques.

Nonparametric Econometrics : Qi Li :

It is written in plain language so that it can be understood by anyone with basic econometrics but zero knowledge of nonparametric methods. When requesting a correction, please mention this item’s handle: Lk Density Estimation 5.

The empirical tests, data, and exercises included in this textbook help make it the ideal introduction for graduate students and an indispensable resource for researchers. I particularly like Li and Racine’s general treatment of continuous and discrete regressors and of specification testing, topics that I have not seen handled in such a comprehensive fashion.


Cross- Validation Methods 23 1.

Rule-of-Thumb and Plug-In Methods 14 1. The theoretical treatment of nonparametric methods is remarkably complete in its coverage of mainstream and relatively arcane topics. Nonparametric Econometrics fills a major gap by gathering together the most up-to-date theory and techniques and presenting them in a remarkably straightforward and accessible format. See general information about how to correct material in RePEc. We’re featuring millions racime their reader ratings on our book pages to help you find your new favourite book.

You can help correct errors and omissions. The Irrelevant Regressor Case 4.

Nonparametric Econometrics : Theory and Practice

Nonsmoothing Tests The non;arametric nonparametric approach to dealing with the presence of discrete variables is acknowledged to be unsatisfactory.

The Univariate Case Panel Data Models Help us Corrections Found an error or omission? Looking for beautiful books? If you know of missing items citing this one, you can econmoetrics us creating those links by adding the relevant references in the same way as above, for each refering item.

Weakly Dependent Data Semiparametric Methods Chapter 7: Economics Economics Econometrics Econometrics. I will certainly use this in my graduate econometrics courses and in conducting my own research.

Nonparametric Econometrics: Theory and Practice

It also allows you to accept potential citations to this item that we are uncertain about. We use cookies to give you the best possible experience.

Corrections All material on this site has been provided by the respective publishers and authors. Semiparametric Single Index Models 8. Assessing the Efficacy of Right Heart Catheterization Selectivity Models Rule-of-Thumb and Plug-In Methods 26 1. Product details Format Hardback pages Dimensions x x This book by Li and Racine econometricss both applied researchers and graduate students.


The lack of applications of those techniques is econometrcs attributable to the lack of a good textbook that explains intuitively how and why those techniques work. Nonparametric Econometrics covers all the material necessary to understand and apply nonparametric methods for real-world problems. nohparametric

Nonparametric and semiparametric methods have attracted a great deal of attention from statisticians in recent decades. Nonparametric Series Methods While the majority of existing books on the subject operate from the presumption gacine the underlying data is strictly continuous in nature, more often than not social scientists deal with categorical data–nominal and ordinal–in applied settings. Cross-Validation Methods 27 1.

This book is tailored to the needs of applied econometricians and social scientists. More about this item Keywords nonparametric ; semiparametric ; statistics ; econometrics ; estimators ; analysis ; Statistics Access and download statistics Corrections All material on this site has been provided by the nonparametirc publishers and authors.

Cross-Validation ZMethods 15 1. Check on the provider’s web page whether it is in fact available. Quantification and Simulation of Economic Processes. Back cover copy “Nonparametric Econometrics by Li and Racine is a must for any serious econometrician or statistician who is working on cutting-edge problems.