An introduction to the advanced theory of nonparametric econometrics a replicable approach using R
Jeffrey S. Racine.
- Cambridge Cambridge University Press 2019
- xxvi, 408 páginas ilustraciones
Discrete probability and cumulative probability functions -- Continuous density and cumulative distribution functions -- Mixed-data probability density and cumulative distribution functions -- Conditional probability density and cumulative distribution functions -- Conditional moment functions -- Conditional mean function estimation -- Conditional mean function estimation with endogenous predictors -- Semiparametric conditional mean function estimation -- Conditional variance function estimation.
9781108483407
Econometría Estadística no paramétrica R (Lenguaje de programación para computadores)