Afficher la notice abrégée

Nonparametric Econometric Methods and Application

dc.contributor.authorStengos, Thanasis*
dc.date.accessioned2021-02-11T21:08:18Z
dc.date.available2021-02-11T21:08:18Z
dc.date.issued2019*
dc.date.submitted2019-06-26 08:44:06*
dc.identifier33647*
dc.identifier.urihttps://directory.doabooks.org/handle/20.500.12854/54765
dc.description.abstractThe present Special Issue collects a number of new contributions both at the theoretical level and in terms of applications in the areas of nonparametric and semiparametric econometric methods. In particular, this collection of papers that cover areas such as developments in local smoothing techniques, splines, series estimators, and wavelets will add to the existing rich literature on these subjects and enhance our ability to use data to test economic hypotheses in a variety of fields, such as financial economics, microeconomics, macroeconomics, labor economics, and economic growth, to name a few.*
dc.languageEnglish*
dc.subjectQA1-939*
dc.subjectQ1-390*
dc.subject.classificationbic Book Industry Communication::P Mathematics & scienceen_US
dc.subject.otherdiscrete duration models*
dc.subject.othervolatility feedback effect*
dc.subject.othersemiparametric estimation*
dc.subject.othernonparametric method*
dc.subject.otherGLS detrending*
dc.subject.otherfunctional coefficients*
dc.subject.otherpurified implied volatility*
dc.subject.othercountry competitiveness index*
dc.subject.othernonparametric frontiers*
dc.subject.otherefficiency*
dc.subject.othermaterials balance condition*
dc.subject.otherpanel data*
dc.subject.otherDirichlet process prior*
dc.subject.otherclassification*
dc.subject.otherindicators*
dc.subject.otherKendall’s tau*
dc.subject.otherrealised volatility*
dc.subject.otherMalmquist productivity index*
dc.subject.otherconditional dependence index*
dc.subject.otherwavelet*
dc.subject.otherdependent Bayesian nonparametrics*
dc.subject.otherTFP growth*
dc.subject.otherSolow economic growth convergence model*
dc.subject.otherunit root testing*
dc.subject.othernonparametric 2SLS estimator*
dc.subject.otherrandom forests*
dc.subject.othercompetitiveness*
dc.subject.otherslice sampling*
dc.subject.otherintegrated difference kernel estimator*
dc.subject.othermaximum score estimator*
dc.subject.otherheterogeneous autoregressive model*
dc.subject.othergeneralized additive models*
dc.subject.otherMonte Carlo*
dc.subject.othertensor products*
dc.subject.othercubic spline penalty*
dc.subject.otherM-estimation*
dc.subject.othernonparametric copula*
dc.subject.otherleverage effect*
dc.subject.otherconditional quantile function*
dc.subject.otheremissions*
dc.subject.otherefficient semiparamteric estimation*
dc.subject.otherDEA*
dc.subject.othertail dependence index*
dc.subject.otherdifference kernel estimator*
dc.subject.othernonparametric threshold regression*
dc.subject.othermachine learning*
dc.subject.otherfactors*
dc.subject.otherlocal linear regression*
dc.subject.otherEuropean Union*
dc.subject.otherfinancial development*
dc.subject.otherseries estimator*
dc.subject.otherproduction efficiency*
dc.titleNonparametric Econometric Methods and Application*
dc.typebook
oapen.identifier.doi10.3390/books978-3-03897-965-4*
oapen.relation.isPublishedBy46cabcaa-dd94-4bfe-87b4-55023c1b36d0*
oapen.relation.isbn9783038979654*
oapen.relation.isbn9783038979647*
oapen.pages224*
oapen.edition1st*


Fichier(s) constituant ce document

FichiersTailleFormatVue

Il n'y a pas de fichiers associés à ce document.

Ce document figure dans la(les) collection(s) suivante(s)

Afficher la notice abrégée

https://creativecommons.org/licenses/by-nc-nd/4.0/
Excepté là où spécifié autrement, la license de ce document est décrite en tant que https://creativecommons.org/licenses/by-nc-nd/4.0/