Semiparametric Regression for the Applied Econometrician

Themes in Modern Econometrics

by Adonis Yatchew

Adonis Yatchew provides simple and flexible (nonparametric) techniques for analyzing regression data. He includes a series of empirical examples with the estimation of Engel curves and equivalence scales, scale economies, household gasoline consumption, housing prices, option prices and state price density estimation. The book is of interest to a broad range of economists including those working in industrial organization, labor, development, and urban, energy and financial economics.

Paperback

First published January 1, 2003

Reviews

[Fernando Rios Avila · Rating 4 out of 5]

Excellent book to start the understanding of semiparametric econometrics. The only drawback is that it mostly concentrates on the Differencing approach, with less emphasis on other strategies.
Nevertheless, a must read.