000			02008nam a22003017a 4500
999			_c56564 _d56564
003			IN-MiVU
005			20240429161814.0
006			m|||||o||d| 00| 0
007			cr uuu---uuuuu
008			180411s2009 xxu||||go|||| 00| 0 eng d
020			_a9780511615887 ( e-book )
040			_aMAIN _beng _cIN-MiVU
041	0		_aeng
082	0	4	_a330.01519536 _bYAT/S _221
100	1		_aYatchew, Adonis
245	0	0	_aSemiparametric Regression for the Applied Econometrician [ electronic resource ] / _cby Adonis Yatchew.
260			_aCambridge: _bCambridge University Press, _c2009.
440		0	_aThemes in Modern Econometrics
520			_aThis book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimation of Engel curves and equivalence scales, scale economies, semiparametric Cobb-Douglas, translog and CES cost functions, household gasoline consumption, hedonic housing prices, option prices and state price density estimation. The book should be of interest to a broad range of economists including those working in industrial organization, labor, development, urban, energy and financial economics. A variety of testing procedures are covered including simple goodness of fit tests and residual regression tests. These procedures can be used to test hypotheses such as parametric and semiparametric specifications, significance, monotonicity and additive separability. Other topics include endogeneity of parametric and nonparametric effects, as well as heteroskedasticity and autocorrelation in the residuals. Bootstrap procedures are provided.
650	1	0	_aEconomics
650	1	0	_aEconometrics and Mathematical Methods
650	1	0	_aStatistics and Probability
650	1	0	_aStatistics for Econometrics
650	1	0	_aFinance and Insurance
655		4	_aElectronic books
856	4	0	_uhttps://doi.org/10.1017/CBO9780511615887 _yhttps://doi.org/10.1017/CBO9780511615887 _zClick to view
942			_2ddc _cEB