Book Search:  

 

 
Google full text of our books:

bookjacket

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

Hardcover | 2006 | $115.00 / £80.00 | ISBN: 9780691121611
768 pp. | 7 x 10 | 23 line illus. 17 tables. | SHOPPING CART

eBook | ISBN: 9781400841066 |
Our eBook editions are available from these online vendors

graduation-capTextbooks & e-Inspections for Professors

Reviews | Table of Contents
Preface [HTML] or [PDF] pdf-icon | Chapter 1[PDF] pdf-icon
Errata

Google full text of this book:
 

bookjacketProfessors: A solutions manual containing code and answers to questions is available to instructors upon request. To receive a copy, kindly e-mail a PDF of your course syllabus along with your mailing address to:racinej@mcmaster.ca

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.

Review:

"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

Endorsement:

"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

More Endorsements

Table of Contents

Subject Areas:

Shopping Cart:

  • For ebooks:

Our eBook editions are available
from these online vendors:

  • Amazon Kindle Store
  • Barnes & Noble Nook Store
  • Google Play eBook Store
  • Kno eBook Store
  • Kobo eBook Store
  • Many of our ebooks are available through
    library electronic resources including these platforms:

  • Books at JSTOR
  • Ebrary
  • Ebook Library
  • EBSCO Ebooks
  • MyiLibrary
  • Dawsonera (UK)

  • Shopping Cart:

    • For hardcover/paperback orders:

      For hardcover/paperback orders in the United States, Canada, Latin America, Asia, and Australia

      Hardcover: $115.00 ISBN: 9780691121611

      For hardcover/paperback orders in Europe, Africa, the Middle East, and India

      Hardcover: £80.00 ISBN: 9780691121611

      graduation-cap

      Textbooks: Need textbooks? View our textbook site.

      Teaching Professors: To request an electronic inspection copy for course use consideration,
      please click on: magnifyingProfessors free on-line inspection access (All requests will be validated before access is granted).

      Online exam copies are also available through these e-vendors:

    • CourseSmart®
    • Kno™
    • Prices subject to change without notice

      File created: 7/11/2014

    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
    Princeton Legacy Library
    Textbooks
    Media/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
    Send me emails
    about new books in:
    Economics
    Finance
    More Choices
    Email:
    Country:
    Name: