"Bridging the gap between applied economists and theoretical nonparametric econometricians, this book explains basic to advanced nonparametric methods with applications"
xii, 367 p.
26 cm.
ill.
Introduction --
Univariate density estimation --
Multivariate density estimation --
Inference about the density --
Regression --
Testing in regression --
Smoothing discrete variables --
Regression with discrete covariates --
Semiparametric methods --
Instrumental variables --
Panel data --
Constrained estimation and inference.