000 02611nam a2200193 4500
008 170615b xxu||||| |||| 00| 0 eng d
020 _a9780199857944
082 _a330.015195
_bOXF
245 _aThe Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics
260 _bOxford University Press
_c2014
_aOxford
300 _a539p
500 _aPart I: Methodology 1. The Hilbert Space Theoretical Foundation of Semi-Nonparametric Modeling / Herman J. Bierens 2. An Overview of the Special Regressor Method / Arthur Lewbel Part II: Inverse Problems 3. Asymptotic Normal Inference in Linear Inverse Problems / Marine Carrasco, Jean-Pierre Florens, and Eric Renault 4. Identification and Well-Posedness in Nonparametric Models with Independence Conditions / Victoria Zinde-Walsh Part III: Additive Models 5. Nonparametric Additive Models / Joel L. Horowitz 6. Oracally Efficient Two-Step Estimation for Additive Regression / Shujie Ma and Lijian Yang 7. Additive Models: Extensions and Related Models / Enno Mammen, Byeong U. Park, and Melanie Schienle Part IV: Model Selection and Averaging 8. Nonparametric Sieve Regression: Least Squares, Averaging Least Squares, and Cross-Validation / Bruce E. Hansen 9. Variable Selection in Nonparametric and Semiparametric Regression Models / Liangjun Su and Yonghui Zhang 10. Data-Driven Model Evaluation: A Test for Revealed Performance / Jeffrey S. Racine and Christopher F. Parmeter 11. Support Vector Machines with Evolutionary Model Selection for Default Prediction / Wolfgang Karl Härdle, Dedy Dwi Prastyo, and Christian Hafner Part V: Time Series 12. Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications / Peter C.B. Phillips and Zhipeng Liao 13. Identification, Estimation, and Specification in a Class of Semi-Linear Time Series Models / Jiti Gao 14. Nonparametric and Semiparametric Estimation and Hypothesis Testing with Nonstationary Time Series / Yiguo Sun and Qi Li Part VI: Cross Section 15. Nonparametric and Semiparametric Estimation of a Set of Regression Equations / Aman Ullah and Yun Wang 16. Searching for Rehabilitation in Nonparametric Regression Models with Exogenous Treatment Assignment / Daniel J. Henderson and Esfandiar Maasoumi
600 _aEconometrics
_914718
600 _aNonparametric Statistics
_914719
700 _aRacine, Jeffrey S.
_eEditor
_914720
700 _aSu, Liangjun
_eEditor
_914721
700 _aUllah, Aman
_eEditor
_914722
942 _2ddc
_cLB
_k330.015195
_mOXF
999 _c106449
_d106449