Semiparametric and Nonparametric Methods in Econometrics

• Single-Index Models.- Nonparametric Additive Models and Semiparametric Partially Linear Models.- Binary-Response Models.- Statistical Inverse Problems.- Transformation Models.

From the reviews: "This book presents the main ideas underlying a variety of non parametric and semiparametric estimation methods in a most intuitive way. ... appropriate for students in economic and social sciences with a solid background knowledge of statistics and/or econometrics. ... It is certainly also accessible to applied researchers ... . I can definitely also recommend it for lectures in master courses ... . it is probably the most felicitous I have read." (Stefan Sperlich, Journal of the American Statistical Association, Vol. 106 (493), March, 2011) "This book is intended to introduce graduate students and researchers to nonparametric and semiparametric methods and their applications to econometrics. ... all results are stated with the appropriate conditions and the role of the conditions is explained. The book is a nice survey of useful results for an applied researcher."--- (Lajos Horvath, Mathematical Reviews, Issue 2010 j)