An Introduction to the Advanced Theory and Practice of Nonparametric... - Librairie Eyrolles
Menu

mon compte Connexion

mon panier 0 article

Vous avez entre 15 et 18 ans ? Profitez du Pass Culture à la librairie Eyrolles !
Tous nos rayons
Aucun résultat pour ""

Rayons

Graphisme & Photo Informatique Construction Entreprise & Droit Sciences Littérature Arts & Loisirs Vie pratique Voyage et Tourisme BD et Jeunesse

Déjà client ? Identifiez-vous

Mot de passe oublié ?

Nouveau client ?

CRÉER VOTRE COMPTE
An Introduction to the Advanced Theory and Practice of Nonparametric Econometrics: A Replicable Appr
Ajouter à une liste

Librairie Eyrolles - Paris 5e
Indisponible

An Introduction to the Advanced Theory and Practice of Nonparametric Econometrics: A Replicable Appr

An Introduction to the Advanced Theory and Practice of Nonparametric Econometrics: A Replicable Appr

Jeffrey S. Racine

(0 avis) Donner votre avis
434 pages, parution le 26/06/2019
Ajouter à une liste
Indisponible

Résumé

This book provides theory, open source R implementations, and the latest tools for reproducible nonparametric econometric research. Advanced undergraduate students, graduate students, and faculty wishing to keep abreast of this field will find this resource more accessible than similar books.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.Part I. Probability Functions, Probability Density Functions, and their Cumulative Counterparts: 1. Discrete probability and cumulative probability functions; 2. Continuous density and cumulative distribution functions; 3. Mixed-data probability density and cumulative distribution functions; 4. Conditional probability density and cumulative distribution functions; Part II. Conditional Moment Functions and Related Statistical Objects: 5. Conditional moment functions; 6. Conditional mean function estimation; 7. Conditional mean function estimation with endogenous predictors; 8. Semiparametric conditional mean function estimation; 9. Conditional variance function estimation; Part III. Appendices: A. Large and small orders of magnitude and probability; B. R, RStudio, TeX and Git; C. Computational considerations; D. R Markdown for assignments; E. Practicum.Jeffrey S. Racine is Professor in the Department of Economics and Professor in the Graduate Program in Statistics in the Department of Mathematics and Statistics at McMaster University, Ontario. He holds the Senator William McMaster Chair in Econometrics and is a Fellow of the Journal of Econometrics. He is co-author of Nonparametric Econometrics: Theory and Practice (2007). He has published extensively in his field and has co-authored the R packages np and crs that are available on the Comprehensive R Archive Network (CRAN).

Caractéristiques techniques

  PAPIER
Éditeur(s) Cambridge University Press
Auteur(s) Jeffrey S. Racine
Parution 26/06/2019
Nb. de pages 434
EAN13 9781108483407

Avantages Eyrolles.com

Livraison à partir de 0,01 € en France métropolitaine
Paiement en ligne SÉCURISÉ
Livraison dans le monde
Retour sous 15 jours
+ d'un million et demi de livres disponibles

Consultez aussi

satisfait ou remboursé
Satisfait ou remboursé
Paiement sécurisé
modes de paiement
Paiement à l'expédition
partout dans le monde
Livraison partout dans le monde
Service clients sav@commande.eyrolles.com
librairie française
Librairie française depuis 1925
Recevez nos newsletters
Vous serez régulièrement informé(e) de toutes nos actualités.
Inscription