Book contents
- Frontmatter
- Contents
- List of Figures and Tables
- Preface
- 1 Introduction to Differencing
- 2 Background and Overview
- 3 Introduction to Smoothing
- 4 Higher-Order Differencing Procedures
- 5 Nonparametric Functions of Several Variables
- 6 Constrained Estimation and Hypothesis Testing
- 7 Index Models and Other Semiparametric Specifications
- 8 Bootstrap Procedures
- Appendixes
- Appendix A Mathematical Preliminaries
- Appendix B Proofs
- Appendix C Optimal Differencing Weights
- Appendix D Nonparametric Least Squares
- Appendix E Variable Definitions
- References
- Index
Appendix D - Nonparametric Least Squares
Published online by Cambridge University Press: 15 December 2009
- Frontmatter
- Contents
- List of Figures and Tables
- Preface
- 1 Introduction to Differencing
- 2 Background and Overview
- 3 Introduction to Smoothing
- 4 Higher-Order Differencing Procedures
- 5 Nonparametric Functions of Several Variables
- 6 Constrained Estimation and Hypothesis Testing
- 7 Index Models and Other Semiparametric Specifications
- 8 Bootstrap Procedures
- Appendixes
- Appendix A Mathematical Preliminaries
- Appendix B Proofs
- Appendix C Optimal Differencing Weights
- Appendix D Nonparametric Least Squares
- Appendix E Variable Definitions
- References
- Index
Summary
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- Semiparametric Regression for the Applied Econometrician , pp. 187 - 193Publisher: Cambridge University PressPrint publication year: 2003