Adonis Yatchew provides simple and flexible (nonparametric) techniques for analyzing regression data. He includes a series of empirical examples with the estimation of Engel curves and equivalence scales, scale economies, household gasoline consumption, housing prices, option prices and state price density estimation. The book is of interest to a broad range of economists including those working in industrial organization, labor, development, and urban, energy and financial economics.
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; References; Index.