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Non-Parametric Econometrics

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Author Info

  • Ahamada, Ibrahim

    (Assistant Professor of Economics at the University Paris 1 Pantheon-Sorbonne, France)

  • Flachaire, Emmanuel

    (Professor of Economics at Aix-Marseille University, France)

Abstract

This book allows those with a basic knowledge of econometrics to learn the main nonparametric and semiparametric techniques used in econometric modelling, and how to apply them correctly. It looks at kernel density estimation, kernel regression, splines, wavelets, and mixture models, and provides useful empirical examples throughout. Using empirical application, several economic topics are addressed, including income distribution, wage equation, economic convergence, the Phillips curve, interest rate dynamics, returns volatility, and housing prices. A helpful appendix also explains how to implement the methods using R. This useful book will appeal to practitioners and researchers who need an accessible introduction to nonparametric and semiparametric econometrics. The practical approach provides an overview of the main techniques without including too much focus on mathematical formulas. It also serves as an accompanying textbook for a basic course, typically at undergraduate or graduate level.

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Bibliographic Info

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This book is provided by Oxford University Press in its series OUP Catalogue with number 9780199578009 and published in 2010.

ISBN: 9780199578009
Order: http://ukcatalogue.oup.com/product/9780199578009.do
Handle: RePEc:oxp:obooks:9780199578009

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Web page: http://www.oup.com/

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Citations

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Cited by:
  1. Desbordes, Rodolphe & Verardi, Vincenzo, 2012. "Refitting the Kuznets curve," Economics Letters, Elsevier, vol. 116(2), pages 258-261.
  2. Kirat, Djamel & Ahamada, Ibrahim, 2011. "The impact of the European Union emission trading scheme on the electricity-generation sector," Energy Economics, Elsevier, vol. 33(5), pages 995-1003, September.
  3. Djamel Kirat & Ibrahim Ahamada, 2009. "The impact of the European Union Emission Trading Scheme on electricity generation sectors," Post-Print halshs-00384496, HAL.
  4. Flachaire, Emmanuel & García-Peñalosa, Cecilia & Konte, Maty, 2014. "Political versus economic institutions in the growth process," Journal of Comparative Economics, Elsevier, vol. 42(1), pages 212-229.

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