Introduction to the Advanced Theory and Practice of Nonparametric Econometrics: A Replicable Approach Using R

Nonparametric methodology has grown in popularity due to advances in computer hardware and software, making it more accessible to advanced undergraduate students, intermediate graduate students, and faculty. This book provides a comprehensive teaching and learning course with theoretical rigor and emphasizes reproducible research using the R platform and np package.

Format: Hardback
Length: 434 pages
Publication date: 27 June 2019
Publisher: Cambridge University Press

Over the past few decades, there has been a significant surge in interest in nonparametric methodology, driven by significant advancements in computer hardware and the availability of innovative software that enables practitioners to harness the power of these computationally intensive methods fully. This comprehensive textbook is designed for advanced undergraduate students, intermediate graduate students, and faculty, offering a comprehensive teaching and learning experience at a more accessible level of theoretical rigor than Racine's earlier book, co-authored with Qi Li, Nonparametric Econometrics: Theory and Practice (2007). Throughout, the open-source R platform for statistical computing and graphics is utilized, complemented by the R package np. Special emphasis is placed on recent developments in reproducible research, with appendices dedicated to assisting readers in becoming proficient in R, R Markdown, TeX, and Git.

Nonparametric methodology has experienced a remarkable surge in popularity over the past few decades, largely attributed to significant advancements in computer hardware and the emergence of new software that enables practitioners to fully leverage these numerically intensive approaches. This book is specifically tailored for advanced undergraduate students, intermediate graduate students, and faculty, offering a comprehensive teaching and learning course at a more accessible level of theoretical rigor compared to Racine's earlier work, co-authored with Qi Li, Nonparametric Econometrics: Theory and Practice (2007). Throughout, the open-source R platform for statistical computing and graphics is extensively employed, complemented by the R package np. A prominent focus is placed on recent developments in reproducible research, with appendices designed to assist readers in gaining proficiency in R, R Markdown, TeX, and Git.

Weight: 1078g
Dimension: 185 x 260 x 25 (mm)
ISBN-13: 9781108483407