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Themes in Modern Econometrics

Semiparametric Regression for the Applied Econometrician (03) by Yatchew, Adonis [Paperback (2003)]

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Semiparametric Regression for the Applied Econometrician (03) by Yatchew, Adonis [Paperback (2003)]

Paperback

First published January 1, 2003

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Profile Image for Fernando Rios Avila.
10 reviews
April 12, 2018
Excellent book to start the understanding of semiparametric econometrics. The only drawback is that it mostly concentrates on the Differencing approach, with less emphasis on other strategies.
Nevertheless, a must read.
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