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Non-Parametric Econometrics - Ahamada, Ibrahim, and Flachaire, Emmanuel
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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 empirical application, several economic topics are addressed, including income distribution, wage equation, economic convergence, the Phillips curve, interest rate dynamics, returns ...

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Non-Parametric Econometrics 2010, Oxford University Press, Oxford

ISBN-13: 9780199578009

Hardcover