Jeffrey S. Racine's Books

Nonparametric Econometric Methods

By: Qi Li,Jeffrey Scott Racine

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Nonparametric Econometric Methods

By: Qi Li,Jeffrey Scott Racine

Contains a selection of papers presented initially at the 7th Annual Advances in Econometrics Conference held on the LSU campus in Baton Rouge, Louisiana during November 14-16, 2008. This work is suitable for those who wish to familiarize themselves with nonparametric methodology.

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Page Count

570

Publisher

Emerald Group Publishing

Published Date

ISBN 10

184950623X

ISBN 13

9781849506236

An Introduction to the Advanced Theory and Practice of Nonparametric Econometrics

A Replicable Approach Using R

By: Jeffrey S. Racine

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An Introduction to the Advanced Theory and Practice of Nonparametric Econometrics

A Replicable Approach Using R

By: Jeffrey S. Racine

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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Page Count

436

Publisher

Cambridge University Press

Published Date

ISBN 10

1108757286

ISBN 13

9781108757287

Reproducible Econometrics Using R

By: Jeffrey Scott Racine

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Reproducible Econometrics Using R

By: Jeffrey Scott Racine

Linear time series methods -- Introduction to linear time series models -- Random walks, unit roots, and spurious relationships -- Univariate linear time series models -- Robust parametric inference -- Robust parametric estimation -- Model uncertainty -- Advance -- Bibliography -- Author index -- Subject index

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Page Count

318

Published Date

ISBN 10

0190900660

ISBN 13

9780190900663

Nonparametric Econometrics

Theory and Practice

By: Qi Li,Jeffrey Scott Racine

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Nonparametric Econometrics

Theory and Practice

By: Qi Li,Jeffrey Scott Racine

A comprehensive, up-to-date textbook on nonparametric methods for students and researchers 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.

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768

Publisher

Princeton University Press

Published Date

ISBN 10

0691248087

ISBN 13

9780691248080

Nonparametric Econometrics

A Primer

By: Jeffrey Scott Racine

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Nonparametric Econometrics

A Primer

By: Jeffrey Scott Racine

Nonparametric Econometrics is a primer for those who wish to familiarize themselves with nonparametric econometrics. While the underlying theory for many of these methods can be daunting for practitioners, this monograph presents a range of nonparametric methods that can be deployed in a fairly straightforward manner. Nonparametric methods are statistical techniques that do not require a researcher to specify functional forms for objects being estimated. The methods surveyed are known as kernel methods, which are becoming increasingly popular for applied data analysis. The appeal of nonparametric methods stems from the fact that they relax the parametric assumptions imposed on the data generating process and let the data determine an appropriate model. Nonparametric Econometrics focuses on a set of touchstone topics while making liberal use of examples for illustrative purposes. The author provides settings in which the user may wish to model a dataset comprised of continuous, discrete, or categorical data (nominal or ordinal), or any combination thereof. Recent developments are considered, including some where the variables involved may in fact be irrelevant, which alters the behavior of the estimators and optimal bandwidths in a manner that deviates substantially from conventional approaches.

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Page Count

103

Publisher

Now Publishers Inc

Published Date

ISBN 10

1601981104

ISBN 13

9781601981103

An Introduction to the Advanced Theory and Practice of Nonparametric Econometrics

A Replicable Approach Using R

By: Jeffrey S. Racine

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An Introduction to the Advanced Theory and Practice of Nonparametric Econometrics

A Replicable Approach Using R

By: Jeffrey S. Racine

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Page Count

436

Publisher

Cambridge University Press

Published Date

ISBN 10

1108757286

ISBN 13

9781108757287

Reproducible Econometrics Using R

By: Jeffrey Scott Racine

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Reproducible Econometrics Using R

By: Jeffrey Scott Racine

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Solve jigsaw puzzle

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Page Count

318

Published Date

ISBN 10

0190900660

ISBN 13

9780190900663

Book's by Jeffrey S. Racine

Nonparametric Econometric Methods

Nonparametric Econometric Methods

An Introduction to the Advanced Theory and Practice of Nonparametric Econometrics

An Introduction to the Advanced Theory and Practice of Nonparametric Econometrics

Reproducible Econometrics Using R

Reproducible Econometrics Using R

Nonparametric Econometrics

Nonparametric Econometrics

Nonparametric Econometrics

Nonparametric Econometrics

An Introduction to the Advanced Theory and Practice of Nonparametric Econometrics

An Introduction to the Advanced Theory and Practice of Nonparametric Econometrics

Reproducible Econometrics Using R

Reproducible Econometrics Using R

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