1: Kernel Density Estimation
2: Kernel Regression
3: Spline Regression
4: Wavelet Regression
5: Semi-Parametric Regression Models
6: Mixture Models
Appendix: Implementation in R
Ibrahim Ahamada is Assistant Professor of Economics at the
University Paris 1 Panthéon-Sorbonne and a member of the Paris
School of Economics. Between 2002 and 2004, he held position at the
Université de la Réunion. He obtained his PhD in Economics from the
Université de la Méditerranée in 2002.
; Emmanuel Flachaire is Professor of Economics at Aix-Marseille
University and a member of the GREQAM (Groupement de Recherche en
Economie Quantitative d'Aix Marseille). Between 2001 and 2008, he
taught at the University Paris 1 Panthéon-Sorbonnne, and at the
Paris School of Economics. After obtaining his PhD in Economics
from the Université de la Méditerranée in 1998, he has held short
research positions at CORE, Université Catholique de Louvain, and
the
London School of Economics.
Overall, this is a great book and provides a well-conceived
overview of the main techniques that econometricians use to deal
with situations where the parametric form of the model is unknown.
Non-parametric techniques are increasingly used in mainstream
econometrics and this book will be useful for those who wish to get
caught up on these exciting developments.
*Robert Breunig, The Economic Record*
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