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ISBN: 9780521586115 - Nonparametric Econometrics Nonparametric Econometrics
A R Pagan, A Ullah Phillips, Peter C B , Ghysels, Eric, Smith, Richard J

ISBN10: 0521586119  ISBN13: 9780521586115
Publisher: Cambridge University Press
Format: Paperback
Publication date: 13 Jun 1999
This book systematically and thoroughly covers a vast literature on the non-parametric and semiparametric statistics and econometrics that has evolved over the past five decades. Within this framework this is the first book to discuss the... More

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New & used from £19.89
ISBN: 9780521012263 - Semiparametric Regression for the Applied Econometrician Semiparametric Regression for the Applied Econometrician
Adonis Yatchew Phillips, Peter C B , Ghysels, Eric, Smith, Richard J

ISBN10: 0521012260  ISBN13: 9780521012263
Publisher: Cambridge University Press
Format: Paperback
Publication date: 02 Jun 2003
This book provides simple and flexible (nonparametric) techniques for analyzing regression data. This book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include... More

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New & used from £36.01
ISBN: 9780521423083 - Time Series and Dynamic Models Time Series and Dynamic Models
Christian Gourieroux, Alain Monfort Phillips, Peter C B , Ghysels, Eric, Smith, Richard J

ISBN10: 0521423082  ISBN13: 9780521423083
Publisher: Cambridge University Press
Format: Paperback
Publication date: 13 Jan 1997
Concisely written and up-to-date, this book provides a unified and comprehensive analysis of the full range of topics that comprise modern time series econometrics. While it does demand a good quantitative grounding, it does not require a high... More

£101.00
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New & used from £55.60
ISBN: 9780521411462 - Time Series and Dynamic Models Time Series and Dynamic Models
Christian Gourieroux, Alain Monfort Phillips, Peter C B , Ghysels, Eric, Smith, Richard J

ISBN10: 0521411467  ISBN13: 9780521411462
Publisher: Cambridge University Press
Format: Hardback
Publication date: 13 Jan 1996
Concisely written and up-to-date, this book provides a unified and comprehensive analysis of the full range of topics that comprise modern time series econometrics. While it does demand a good quantitative grounding, it does not require a high... More