Interest in nonparametric methodology has grown considerably over the past few decades, stemming in part from vast improvements in computer hardware and the availability of new software that allows practitioners to take full advantage of these numerically intensive methods. This book is written for advanced undergraduate students, intermediate graduate students, and faculty, and provides a complete teaching and learning course at a more accessible level of theoretical rigor than Racine's earlier book co-authored with Qi Li, Nonparametric Econometrics: Theory and Practice (2007). The open source R platform for statistical computing and graphics is used throughout in conjunction with the R package np. Recent developments in reproducible research is emphasized throughout with appendices devoted to helping the reader get up to speed with R, R Markdown, TeX and Git.

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Detalles bibliogr�ficos

T�tulo: An Introduction to the Advanced Theory and Practice of Nonparametric Econometrics
Editor: Cambridge University Press
Fecha de publicaci�n: 2019
Idioma: Ingl�s
ISBN 10: 1108483402
ISBN 13: 9781108483407
Encuadernaci�n: Hardback
Estado: New
Peso: 1080 gramos

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Sinopsis

Provides theory, open source R implementations, and the latest tools for reproducible nonparametric econometric research.

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Jeffrey S. Racine is Professor in the Department of Economics and Professor in the Graduate Program in Statistics in the Department of Mathematics and Statistics at McMaster University, Ontario. He holds the Senator William McMaster Chair in Econometrics and is a Fellow of the Journal of Econometrics. He is co-author of Nonparametric Econometrics: Theory and Practice (2007). He has published extensively in his field and has co-authored the R packages np and crs that are available on the Comprehensive R Archive Network (CRAN).

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