The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics

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Jeffrey Racine (Professor, Professor, Department of Economics, Department of Mathematics and Statistics, Senator William McMaster Chair in Econometrics, McMaster University) Liangjun Su (Associate Professor, Associate Professor, School of Economics, Singapore Management University, and Guanghua School of Management, Peking University)

The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics

Jeffrey Racine (Professor, Professor, Department of Economics, Department of Mathematics and Statistics, Senator William McMaster Chair in Econometrics, McMaster University), Liangjun Su (Associate Professor, Associate Professor, School of Economics, Singapore Management University, and Guanghua School of Management, Peking University), Aman Ullah (Distinguished Professor, Distinguished Professor, University of California, Riverside)

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English

Oxford University Press Inc
24 April 2014

Econometrics; Economic statistics; Economic forecasting; Applied mathematics

Series: Oxford Handbooks

This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. These data-driven models seek to replace the classical parametric models of the past, which were rigid and often linear. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures. They provide a balanced view of new developments in the modeling of cross-section, time series, panel, and spatial data. Topics of the volume include: the methodology of semiparametric models and special regressor methods; inverse, ill-posed, and well-posed problems; methodologies related to additive models; sieve regression, nonparametric and semiparametric regression, and the true error of competing approximate models; support vector machines and their modeling of default probability; series estimation of stochastic processes and their application in Econometrics; identification, estimation, and specification problems in semilinear time series models; nonparametric and semiparametric techniques applied to nonstationary or near nonstationary variables; the estimation of a set of regression equations; and a new approach to the analysis of nonparametric models with exogenous treatment assignment.

By: Jeffrey Racine (Professor Professor Department of Economics Department of Mathematics and Statistics Senator William McMaster Chair in Econometrics McMaster University), Liangjun Su (Associate Professor, Associate Professor, School of Economics, Singapore Management University, and Guanghua School of Management, Peking University), Aman Ullah (Distinguished Professor, Distinguished Professor, University of California, Riverside)
Imprint: Oxford University Press Inc
Country of Publication: United States
Dimensions: Height: 254mm, Width: 181mm, Spine: 32mm
Weight: 1.056kg
ISBN: 9780199857944
ISBN 10: 0199857946
Series: Oxford Handbooks
Pages: 560
Publication Date: 24 April 2014
Audience: College/higher education , Further / Higher Education , A / AS level
Format: Hardback
Publisher's Status: Active

Jeffrey S. Racine is a Professor in the Department of Economics and the Graduate Program in Statistics in the Department of Mathematics and Statistics at McMaster University, where he holds the Senator William McMaster Chair in Econometrics. He received his Ph.D. in economics from the University of Western Ontario. He is currently the Associate Editor of Econometric Reviews and The Journal of Econometric Methods. Liangjun Su is a Professor of Economics in the School of Economics at Singapore Management University. He received his PhD in economics from the University of California at San Diego. He was a recipient of the Lee Kuan Yew Fellowship for Research Excellence in 2011. He is an Associate Editor for Econometric Theory and Journal of Econometrics. Aman Ullah is a Distinguished Professor and Chair in the Department of Economics at the University of California, Riverside. He received his Ph.D. in economics from the Delhi School of Economics at University of Delhi, India. Dr. Ullah is currently a member of the editorial boards of Econometric Reviews, Empirical Analysis, and Journal of Quantitative Economics, among others.