Nonparametric Econometrics

Theory and Practice

Qi Li, Jeffrey Scott Racine

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English

Princeton University Press
25 October 2023

Econometrics

Until now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. Nonparametric Econometrics fills a major gap by gathering together the most up-to-date theory and techniques and presenting them in a remarkably straightforward and accessible format. The empirical tests, data, and exercises included in this textbook help make it the ideal introduction for graduate students and an indispensable resource for researchers. Nonparametric and semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing books on the subject operate from the presumption that the underlying data is strictly continuous in nature, more often than not social scientists deal with categorical data--nominal and ordinal--in applied settings. The conventional nonparametric approach to dealing with the presence of discrete variables is acknowledged to be unsatisfactory. This book is tailored to the needs of applied econometricians and social scientists.

Qi Li and Jeffrey Racine emphasize nonparametric techniques suited to the rich array of data types--continuous, nominal, and ordinal--within one coherent framework. They also emphasize the properties of nonparametric estimators in the presence of potentially irrelevant variables. Nonparametric Econometrics covers all the material necessary to understand and apply nonparametric methods for real-world problems.

By: Qi Li, Jeffrey Scott Racine
Imprint: Princeton University Press
Country of Publication: United States
Dimensions: Height: 254mm, Width: 178mm,
ISBN: 9780691248080
ISBN 10: 0691248087
Pages: 768
Publication Date: 25 October 2023
Audience: Professional and scholarly , College/higher education , Undergraduate , Primary
Format: Paperback
Publisher's Status: Active

Qi Li is Professor of Economics and Hugh Roy Cullen Professor in Liberal Arts at Texas A&M University. Jeffrey Scott Racine is Professor of Economics, Professor in the Graduate Program in Statistics, and Senator William McMaster Chair in Econometrics at McMaster University.

Reviews for Nonparametric Econometrics: Theory and Practice

Overall, the text is a must for graduate students undertaking research in this area; the large number of exercises at the end of each chapter makes it very suitable for a graduate class on nonparametric and semiparametric techniques. In addition, because the coverage of the book is very comprehensive and up-to-date, it constitutes an excellent reference for researchers applying these techniques. Therefore, it can satisfy the needs of both audiences with a solid background in theoretical econometrics and more applied audiences. ---Margarita Genius, European Review of Agricultural Economics This book is ideal for a specialised graduate course. Li and Racine have done a fantastic job of bringing together all the latest developments in non-parametric estimation and treating them in a unified, accessible way. In particular, recent developments on using mixed continuous and discrete data, research to which Li and Raci have contributed immensely, are well covered. * Economic Record *