The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics / edited by Jeffrey S. Racine, Liangjun Su, and Aman Ullah.

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Bibliographic Details
Published: New York : Oxford University Press, [2014]
Online Access:
Corporate Author:
Ebooks Corporation
Other Authors:
Racine, Jeffrey Scott, 1962- (Editor of compilation)
Su, Liangjun (Editor of compilation)
Ullah, Aman (Editor of compilation)
Series:Oxford handbooks.
Subjects:
Econometrics.
Nonparametric statistics.
Format: Electronic eBook
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics /
Table of Contents:
  • Machine generated contents note: pt. I METHODOLOGY
  • 1.The Hilbert Space Theoretical Foundation of Semi-Nonparametric Modeling / Herman J. Bierens
  • 2.An Overview of the Special Regressor Method / Arthur Lewbel
  • pt. II INVERSE PROBLEMS
  • 3.Asymptotic Normal Inference in Linear Inverse Problems / Eric Renault
  • 4.Identification and Well-Posedness in Nonparametric Models with Independence Conditions / Victoria Zinde-Walsh
  • pt. III ADDITIVE MODELS
  • 5.Nonparametric Additive Models / Joel L. Horowitz
  • 6.Oracally Efficient Two-step Estimation for Additive Regression / Lijian Yang
  • 7.Additive Models: Extensions and Related Models / Melanie Schienle
  • pt. IV MODEL SELECTION AND AVERAGING
  • 8.Nonparametric Sieve Regression: Least Squares, Averaging Least Squares, and Cross-Validation / Bruce E. Hansen
  • 9.Variable Selection in Nonparametric and Semiparametric Regression Models / Yonghui Zhang
  • 10.Data-Driven Model Evaluation: A Test for Revealed Performance / Christopher F. Parmeter
  • 11.Support Vector Machines with Evolutionary Model Selection for Default Prediction / Christian M. Hafner
  • pt. V TIME SERIES
  • 12.Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications / Zhipeng Liao
  • 13.Identification, Estimation, and Specification in a Class of Semilinear Time Series Models / Jiti Gao
  • 14.Nonparametric and Semiparametric Estimation and Hypothesis Testing with Nonstationary Time Series / Qi Li
  • pt. VI CROSS SECTION
  • 15.Nonparametric and Semiparametric Estimation of a Set of Regression Equations / Yun Wang
  • 16.Searching for Rehabilitation in Nonparametric Regression Models with Exogenous Treatment Assignment / Esfandiar Maasoumi.

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