000			nam a22 7a 4500
999			_c39032 _d39032
008			190218b2015 xxu||||| |||| 00| 0 eng d
020			_a9780521279680
082			_a330.0151 HEN-D
100			_aHenderson, Daniel J.
245			_aApplied nonparametric econometrics / _cDaniel J. Henderson and Christopher F. Parmeter
260			_aNew York _bCambridge University Press _c2015
300			_a367 p.
365			_aGBP _b31.99.
500			_aThe majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignore the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians. It discusses in depth, and in terms that someone with only one year of graduate econometrics can understand, basic to advanced nonparametric methods. The analysis starts with density estimation and motivates the procedures through methods that should be familiar to the reader. It then moves on to kernel regression, estimation with discrete data, and advanced methods such as estimation with panel data and instrumental variables models. The book pays close attention to the issues that arise with programming, computing speed, and application. In each chapter, the methods discussed are applied to actual data, paying attention to presentation of results and potential pitfalls.
650			_aNonparametric statistics
650			_aEconometrics
700			_aParmeter, Christopher F.