Book Search:  

 

 
Google full text of our books:

bookjacket

Nonparametric Econometrics:
Theory and Practice
Qi Li & Jeffrey Scott Racine

Book Description | Table of Contents
Preface [HTML] or [PDF format] | Chapter 1 [in PDF format]

ENDORSEMENTS:

"Nonparametric Econometrics by Li and Racine is a must for any serious econometrician or statistician who is working on cutting-edge problems. The theoretical treatment of nonparametric methods is remarkably complete in its coverage of mainstream and relatively arcane topics. I particularly like Li and Racine's general treatment of continuous and discrete regressors and of specification testing, topics that I have not seen handled in such a comprehensive fashion. I will certainly use this in my graduate econometrics courses and in conducting my own research."--Robin Sickles, Rice University

"Very few studies have tried to apply the nonparametric techniques to analyze real data. The lack of applications of those techniques is perhaps attributable to the lack of a good textbook that explains intuitively how and why those techniques work. This book by Li and Racine serves both applied researchers and graduate students. It is written in plain language so that it can be understood by anyone with basic econometrics but zero knowledge of nonparametric methods. And it contains enough specifics that clearly spell out steps to implement those methods."--Chunrong Ai, University of Florida

"This book represents a very significant contribution to the field of econometrics. It provides an extremely thorough coverage of our knowledge in the area of nonparametric and semiparametric methods as they apply to economic models and economic data. And it makes accessible, for the first time, a body of relatively new material relating to discrete and 'mixed' data. There is a good balance of theoretical material and applications. Apart from serving as a superb teaching text in graduate-level courses where the students have a strong econometrics/statistics preparation, I believe this book will become a must-have reference resource for many researchers."--David E. Giles, University of Victoria

Return to Book Description

File created: 4/17/2014

Questions and comments to: webmaster@press.princeton.edu
Princeton University Press

New Book E-mails
New In Print
PUP Blog
Videos/Audios
Princeton APPS
Sample Chapters
Subjects
Series
Catalogs
Textbooks
For Reviewers
Class Use
Rights
Permissions
Ordering
Recent Awards
Princeton Shorts
Freshman Reading
PUP Europe
About Us
Contact Us
Links
F.A.Q.
PUP Home


Bookmark and Share