Nonparametric econometric methods
Semiparametric estimation of fixed-effects panel data varying coefficient models / Yiguo Sun, Raymond J. Carroll, Dingding Li -- Functional coefficient estimation with both categorical and continuous data / Liangjun Su, Ye Chen, Aman Ullah -- The evolution of the conditional joint distribution of li...
Ausführliche Beschreibung
Gespeichert in:
| Autor*in: |
Racine, Jeffrey - 1962- |
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| Format: |
E-Book |
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| Sprache: |
Englisch |
| Erschienen: |
Bingley, U.K: Emerald ; 2009 |
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| Formangabe: |
Electronic books |
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| Anmerkung: |
Description based upon print version of record |
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| Umfang: |
Online-Ressource |
| Reproduktion: |
Online-Ausg. |
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| Reihe: |
Advances in econometrics 0731-9053 v. 25 |
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| Links: | |
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| ISBN: |
978-1-84950-624-3 |
| Katalog-ID: |
661527352 |
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| 505 | 8 | 0 | |a Front cover; Nonparametric Econometric Methods; Copyright page; Contents; List of contributors; Call for Papers; Introduction; 1. Model identification and testing of econometric models; 2. Estimation of semiparametric models; 3. Empirical applications of nonparametric methods; 4. Copula and density estimation; 5. Computation; 6. Surveys; Note; Part I: Model Identification and Testing of Econometric Models; Chapter 1. Partial identification of the distribution of treatment effects and its confidence sets; 1. Introduction |
| 505 | 8 | 0 | |a 2. Sharp bounds on the distribution of treatment effects and bounds on its D-parameters for randomized experiments3. More on sharp bounds on the joint distribution of potential outcomes and the distribution of treatment effects; 4. Nonparametric estimators of the sharp bounds and their asymptotic properties for randomized experiments; 5. Confidence sets for the distribution of treatment effects for randomized experiments; 6. Bias-corrected estimators of sharp bounds on the distribution of treatment effects for randomized experiments; 7. Simulation; 8. Conclusion; Notes; Acknowledgments |
| 505 | 8 | 0 | |a ReferencesAppendix A. Proof of Eq. (23); Appendix B. Expressions for ysup,delta, yinf,delta, m(delta) and m(delta) for some known marginal distributions; Chapter 2. Cross-validated bandwidths and significance testing; 1. Introduction; 2. Nonparametric estimation and significance testing; 3. Monte Carlo illustration; 4. Conclusion; Notes; Acknowledgments; References; Part II: Estimation of Semiparametric Models; Chapter 3. Semiparametric estimation of fixed-effects panel data varying coefficient models; 1. Introduction; 2. Fixed-effects varying coefficient panel data models |
| 505 | 8 | 0 | |a 3. Nonparametric estimator and asymptotic theory4. Testing random effects versus fixed effects; 5. Monte Carlo simulations; 6. Conclusion; Acknowledgments; References; Chapter 4. Functional coefficient estimation with both categorical and continuous data; 1. Introduction; 2. Functional coefficient estimation with mixed data; 3. Monte Carlo simulations; 4. An empirical application: estimating the wage equation; 5. Conclusions; Note; Acknowledgments; References; Part III: Empirical Applications of Nonparametric Methods |
| 505 | 8 | 0 | |a Chapter 5. The evolution of the conditional joint distribution of life expectancy and per capita income growth1. Introduction; 2. Data; 3. Empirical results; 4. Conclusion; Acknowledgments; Notes; References; Chapter 6. A nonparametric quantile analysis of growth and governance; 1. Introduction; 2. Governance and growth data; 3. Empirical methodology; 4. Concluding remarks; Notes; Acknowledgments; References; Technical Appendix; Chapter 7. Nonparametric estimation of production risk and risk preference functions; 1. Introduction |
| 505 | 8 | 0 | |a 2. Risk models with output price uncertainty and production risk |
| 520 | |a Semiparametric estimation of fixed-effects panel data varying coefficient models / Yiguo Sun, Raymond J. Carroll, Dingding Li -- Functional coefficient estimation with both categorical and continuous data / Liangjun Su, Ye Chen, Aman Ullah -- The evolution of the conditional joint distribution of life expectancy and per capita income growth / Thanasis Stengos, Brennan S. Thompson, Ximing Wu -- A nonparametric quantile analysis of growth and governance / Kim P. Huynh, David T. Jacho-Ch(c)Øavez -- Nonparametric estimation of production risk and risk preference functions / Subal C. Kumbhakar, Efthymios G. Tsionas -- Exponential series estimation of empirical copulas with application to financial returns / Chinman Chui, Ximing Wu -- Nonparametric estimation of multivariate CDF with categorical and continuous data / Gaosheng Ju, Rui Li, Zhongwen Liang -- Partial identification of the distribution of treatment effects and its confidence sets / Yanqin Fan, Sang Soo Park -- Higher order bias reduction of kernel density and density derivative estimation at boundary points / Peter Bearse, Paul Rilstone -- Nonparametric and semiparametric methods in R / Jeffrey S. Racine -- Some recent developments in nonparametric finance / Zongwu Cai, Yongmiao Hong -- Imposing economic constraints in nonparametric regression : survey, implementation, and extension / Daniel J. Henderson, Christopher F. Parmeter -- Functional form of the environmental Kuznets curve / Hector O. Zapata, Krishna P. Paudel -- Some recent developments on nonparametric econometrics / Zongwu Cai, Jingping Gu, Qi Li -- Cross-validated bandwidths and significance testing / Christopher F. Parmeter, Zhiyuan Zheng, Patrick McCann -- Introduction / Qi Li, Jeffrey S. Racine. - This Volume of Advances in Econometrics contains a selection of papers presented initially at the 7th Annual Advances in Econometrics Conference held on the LSU campus in Baton Rouge, Louisiana during November 14-16, 2008. The theme of the conference was 'Nonparametric Econometric Methods', and the papers selected for inclusion in this Volume span a range of nonparametric techniques including kernel smoothing, empirical copulas, series estimators, and smoothing splines along with a variety of semiparametric methods. The papers in this Volume cover topics of interest to those who wish to familiarize themselves with current nonparametric methodology. Many papers also identify areas deserving of future attention. There exist survey papers devoted to recent developments in nonparametric nance, constrained nonparametric regression, miparametric/nonparametric environmental econometrics and nonparametric models with non-stationary data. There exist theoretical papers dealing with novel approaches for partial identification of the distribution of treatment effects, xed effects semiparametric panel data models, functional coefficient models with time series data, exponential series estimators of empirical copulas, estimation of multivariate CDFs and bias-reduction methods for density estimation. There also exist a number of applications that analyze returns to education, the evolution of income and life expectancy, the role of governance in growth, farm production, city size and unemployment rates, derivative pricing, and environmental pollution and economic growth. In short, this Volume contains a range of theoretical developments, surveys, and applications that would be of interest to those who wish to keep abreast of some of the most important current developments in the field of nonparametric estimation | ||
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06321573 DE-101 9781849506243 electronic bk. : (p)£92.95 ; (p) 978-1-84950-624-3 (DE-627)661527352 (DE-599)BSZ338290850 (ZBM)1191.91009 (EbpS)308848 (ZBM)1191.91009 DE-627 ger DE-627 rakwb eng XA-GB HB139 *91-06 msc 62-06 msc 00B25 msc Nonparametric econometric methods edited by Qi Li, Jeffrey S. Racine Bingley, U.K Emerald 2009 Online-Ressource Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Advances in econometrics 0731-9053 v. 25 Description based upon print version of record Front cover; Nonparametric Econometric Methods; Copyright page; Contents; List of contributors; Call for Papers; Introduction; 1. Model identification and testing of econometric models; 2. Estimation of semiparametric models; 3. Empirical applications of nonparametric methods; 4. Copula and density estimation; 5. Computation; 6. Surveys; Note; Part I: Model Identification and Testing of Econometric Models; Chapter 1. Partial identification of the distribution of treatment effects and its confidence sets; 1. Introduction 2. Sharp bounds on the distribution of treatment effects and bounds on its D-parameters for randomized experiments3. More on sharp bounds on the joint distribution of potential outcomes and the distribution of treatment effects; 4. Nonparametric estimators of the sharp bounds and their asymptotic properties for randomized experiments; 5. Confidence sets for the distribution of treatment effects for randomized experiments; 6. Bias-corrected estimators of sharp bounds on the distribution of treatment effects for randomized experiments; 7. Simulation; 8. Conclusion; Notes; Acknowledgments ReferencesAppendix A. Proof of Eq. (23); Appendix B. Expressions for ysup,delta, yinf,delta, m(delta) and m(delta) for some known marginal distributions; Chapter 2. Cross-validated bandwidths and significance testing; 1. Introduction; 2. Nonparametric estimation and significance testing; 3. Monte Carlo illustration; 4. Conclusion; Notes; Acknowledgments; References; Part II: Estimation of Semiparametric Models; Chapter 3. Semiparametric estimation of fixed-effects panel data varying coefficient models; 1. Introduction; 2. Fixed-effects varying coefficient panel data models 3. Nonparametric estimator and asymptotic theory4. Testing random effects versus fixed effects; 5. Monte Carlo simulations; 6. Conclusion; Acknowledgments; References; Chapter 4. Functional coefficient estimation with both categorical and continuous data; 1. Introduction; 2. Functional coefficient estimation with mixed data; 3. Monte Carlo simulations; 4. An empirical application: estimating the wage equation; 5. Conclusions; Note; Acknowledgments; References; Part III: Empirical Applications of Nonparametric Methods Chapter 5. The evolution of the conditional joint distribution of life expectancy and per capita income growth1. Introduction; 2. Data; 3. Empirical results; 4. Conclusion; Acknowledgments; Notes; References; Chapter 6. A nonparametric quantile analysis of growth and governance; 1. Introduction; 2. Governance and growth data; 3. Empirical methodology; 4. Concluding remarks; Notes; Acknowledgments; References; Technical Appendix; Chapter 7. Nonparametric estimation of production risk and risk preference functions; 1. Introduction 2. Risk models with output price uncertainty and production risk Semiparametric estimation of fixed-effects panel data varying coefficient models / Yiguo Sun, Raymond J. Carroll, Dingding Li -- Functional coefficient estimation with both categorical and continuous data / Liangjun Su, Ye Chen, Aman Ullah -- The evolution of the conditional joint distribution of life expectancy and per capita income growth / Thanasis Stengos, Brennan S. Thompson, Ximing Wu -- A nonparametric quantile analysis of growth and governance / Kim P. Huynh, David T. Jacho-Ch(c)Øavez -- Nonparametric estimation of production risk and risk preference functions / Subal C. Kumbhakar, Efthymios G. Tsionas -- Exponential series estimation of empirical copulas with application to financial returns / Chinman Chui, Ximing Wu -- Nonparametric estimation of multivariate CDF with categorical and continuous data / Gaosheng Ju, Rui Li, Zhongwen Liang -- Partial identification of the distribution of treatment effects and its confidence sets / Yanqin Fan, Sang Soo Park -- Higher order bias reduction of kernel density and density derivative estimation at boundary points / Peter Bearse, Paul Rilstone -- Nonparametric and semiparametric methods in R / Jeffrey S. Racine -- Some recent developments in nonparametric finance / Zongwu Cai, Yongmiao Hong -- Imposing economic constraints in nonparametric regression : survey, implementation, and extension / Daniel J. Henderson, Christopher F. Parmeter -- Functional form of the environmental Kuznets curve / Hector O. Zapata, Krishna P. Paudel -- Some recent developments on nonparametric econometrics / Zongwu Cai, Jingping Gu, Qi Li -- Cross-validated bandwidths and significance testing / Christopher F. Parmeter, Zhiyuan Zheng, Patrick McCann -- Introduction / Qi Li, Jeffrey S. Racine. - This Volume of Advances in Econometrics contains a selection of papers presented initially at the 7th Annual Advances in Econometrics Conference held on the LSU campus in Baton Rouge, Louisiana during November 14-16, 2008. The theme of the conference was 'Nonparametric Econometric Methods', and the papers selected for inclusion in this Volume span a range of nonparametric techniques including kernel smoothing, empirical copulas, series estimators, and smoothing splines along with a variety of semiparametric methods. The papers in this Volume cover topics of interest to those who wish to familiarize themselves with current nonparametric methodology. Many papers also identify areas deserving of future attention. There exist survey papers devoted to recent developments in nonparametric nance, constrained nonparametric regression, miparametric/nonparametric environmental econometrics and nonparametric models with non-stationary data. There exist theoretical papers dealing with novel approaches for partial identification of the distribution of treatment effects, xed effects semiparametric panel data models, functional coefficient models with time series data, exponential series estimators of empirical copulas, estimation of multivariate CDFs and bias-reduction methods for density estimation. There also exist a number of applications that analyze returns to education, the evolution of income and life expectancy, the role of governance in growth, farm production, city size and unemployment rates, derivative pricing, and environmental pollution and economic growth. In short, this Volume contains a range of theoretical developments, surveys, and applications that would be of interest to those who wish to keep abreast of some of the most important current developments in the field of nonparametric estimation Online-Ausg. Online-Ausg. Online-Ausg Electronic books Li, Qi oth Racine, Jeffrey 1962- (DE-588)133144720 (DE-627)537504893 (DE-576)299652890 oth Erscheint auch als Druck-Ausgabe Nonparametric Econometric Methods http://www.emeraldinsight.com/0731-9053/25 Verlag Volltext https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=308848 Verlag Volltext https://zbmath.org/?q=an:1191.91009 B:ZBM 2021-04-12 Verlag Zentralblatt MATH Inhaltstext H-ZDB-1-EPB H-ZDB-4-EBA H-ZDB-4-NLEBK H-ZDB-55-BME GBV_ILN_34 ISIL_DE-18-302 SYSFLAG_1 GBV_KXP SSG-OPC-MAT GBV_ILN_70 ISIL_DE-89 GBV_ILN_164 ISIL_DE-916 GBV_ILN_185 ISIL_DE-Sra5 GBV_ILN_250 ISIL_DE-Ga20 GBV_ILN_281 ISIL_DE-Ei6 GBV_ILN_285 ISIL_DE-517 GBV_ILN_370 ISIL_DE-1373 GBV_ILN_673 ISIL_DE-H376 GBV hybr BO 045F 330.0151954 34 01 3551 1810009944 00 HIBS-E Nationallizenz --%%-- --%%-- OLR-natlizenz Vervielfältigungen (z.B. Kopien, Downloads) sind nur von einzelnen Kapiteln oder Seiten und nur zum eigenen wissenschaftlichen Gebrauch erlaubt. Die Weitergabe an Dritte sowie systematisches Downloaden sind untersagt. zi002 02-10-18 70 01 0089 1679606522 OLR-NL-EMERALD Campusweiter Zugriff (Universität Hannover). Vervielfältigungen (z.B. Kopien, Downloads) sind nur von einzelnen Kapiteln oder Seiten und nur zum eigenen wissenschaftlichen Gebrauch erlaubt. Keine Weitergabe an Dritte. Kein systematisches Downloaden durch Robots. z 24-04-17 164 01 0916 1706820984 OLR-EMERALD-BME-2017 Zugriff nur aus dem Hochschulnetz. Vervielfältigungen nur für den eigenen wissenschaftlichen Gebrauch z 09-08-17 185 01 3519 1799233499 OLR-EBME z 03-09-18 250 01 3250 1799261824 x 03-09-18 281 01 3281 1799264858 x 03-09-18 285 01 0517 1799220346 OLR-EPB Vervielfältigungen (z.B. Kopien, Downloads) sind nur von einzelnen Kapiteln oder Seiten und nur zum eigenen wissenschaftlichen Gebrauch erlaubt. Die Weitergabe an Dritte sowie systematisches Downloaden sind untersagt. z 03-09-18 370 01 4370 1799239012 olr-ebook NL Der deutschlandweite Zugriff auf dieses Produkt wird im Rahmen der Allianz-Initiative Digitale Information mit finanzieller Unterstützung der Deutschen Forschungsgemeinschaft (DFG) bereitgestellt und durch die ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften organisiert. Vervielfältigungen (z.B. Kopien, Downloads) sind nur von einzelnen Kapiteln oder Seiten und nur zum eigenen wissenschaftlichen Gebrauch erlaubt. Keine Weitergabe an Dritte. Kein systematisches Downloaden durch Robots. i z 03-09-18 673 01 4673 167051594X OLR-EMERALD Readers at the KLU Library are reminded that reproduction (copying or download) is restricted to single chapters of books or single articles of journals for the purpose of research or private study only. Circulation to third parties or systematic downloads through Robots is not allowed z 10-03-17 34 01 3551 http://www.emeraldinsight.com/0731-9053/25 70 01 0089 http://www.emeraldinsight.com/0731-9053/25 164 01 0916 http://www.emeraldinsight.com/0731-9053/25 185 01 3519 Zugriff im Netz der Hochschule Stralsund http://www.emeraldinsight.com/0731-9053/25 250 01 3250 http://www.emeraldinsight.com/0731-9053/25 281 01 3281 http://www.emeraldinsight.com/0731-9053/25 285 01 0517 E-Book http://www.emeraldinsight.com/0731-9053/25 370 01 4370 E-Book: Zugriff im HCU-Netz. Zugriff von außerhalb nur für HCU-Angehörige möglich http://www.emeraldinsight.com/0731-9053/25 673 01 4673 Please note: Access to these resources is restricted to KLU members only http://www.emeraldinsight.com/0731-9053/25 673 00 DE-H376 00 Emerald eBook Collection 34 01 3551 OLR-natlizenz 70 01 0089 OLR-NL-EMERALD 164 01 0916 OLR-EMERALD-BME-2017 185 01 3519 OLR-EBME 285 01 0517 OLR-EPB 370 01 4370 olr-ebook NL 673 01 4673 OLR-EMERALD |
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06321573 DE-101 9781849506243 electronic bk. : (p)£92.95 ; (p) 978-1-84950-624-3 (DE-627)661527352 (DE-599)BSZ338290850 (ZBM)1191.91009 (EbpS)308848 (ZBM)1191.91009 DE-627 ger DE-627 rakwb eng XA-GB HB139 *91-06 msc 62-06 msc 00B25 msc Nonparametric econometric methods edited by Qi Li, Jeffrey S. Racine Bingley, U.K Emerald 2009 Online-Ressource Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Advances in econometrics 0731-9053 v. 25 Description based upon print version of record Front cover; Nonparametric Econometric Methods; Copyright page; Contents; List of contributors; Call for Papers; Introduction; 1. Model identification and testing of econometric models; 2. Estimation of semiparametric models; 3. Empirical applications of nonparametric methods; 4. Copula and density estimation; 5. Computation; 6. Surveys; Note; Part I: Model Identification and Testing of Econometric Models; Chapter 1. Partial identification of the distribution of treatment effects and its confidence sets; 1. Introduction 2. Sharp bounds on the distribution of treatment effects and bounds on its D-parameters for randomized experiments3. More on sharp bounds on the joint distribution of potential outcomes and the distribution of treatment effects; 4. Nonparametric estimators of the sharp bounds and their asymptotic properties for randomized experiments; 5. Confidence sets for the distribution of treatment effects for randomized experiments; 6. Bias-corrected estimators of sharp bounds on the distribution of treatment effects for randomized experiments; 7. Simulation; 8. Conclusion; Notes; Acknowledgments ReferencesAppendix A. Proof of Eq. (23); Appendix B. Expressions for ysup,delta, yinf,delta, m(delta) and m(delta) for some known marginal distributions; Chapter 2. Cross-validated bandwidths and significance testing; 1. Introduction; 2. Nonparametric estimation and significance testing; 3. Monte Carlo illustration; 4. Conclusion; Notes; Acknowledgments; References; Part II: Estimation of Semiparametric Models; Chapter 3. Semiparametric estimation of fixed-effects panel data varying coefficient models; 1. Introduction; 2. Fixed-effects varying coefficient panel data models 3. Nonparametric estimator and asymptotic theory4. Testing random effects versus fixed effects; 5. Monte Carlo simulations; 6. Conclusion; Acknowledgments; References; Chapter 4. Functional coefficient estimation with both categorical and continuous data; 1. Introduction; 2. Functional coefficient estimation with mixed data; 3. Monte Carlo simulations; 4. An empirical application: estimating the wage equation; 5. Conclusions; Note; Acknowledgments; References; Part III: Empirical Applications of Nonparametric Methods Chapter 5. The evolution of the conditional joint distribution of life expectancy and per capita income growth1. Introduction; 2. Data; 3. Empirical results; 4. Conclusion; Acknowledgments; Notes; References; Chapter 6. A nonparametric quantile analysis of growth and governance; 1. Introduction; 2. Governance and growth data; 3. Empirical methodology; 4. Concluding remarks; Notes; Acknowledgments; References; Technical Appendix; Chapter 7. Nonparametric estimation of production risk and risk preference functions; 1. Introduction 2. Risk models with output price uncertainty and production risk Semiparametric estimation of fixed-effects panel data varying coefficient models / Yiguo Sun, Raymond J. Carroll, Dingding Li -- Functional coefficient estimation with both categorical and continuous data / Liangjun Su, Ye Chen, Aman Ullah -- The evolution of the conditional joint distribution of life expectancy and per capita income growth / Thanasis Stengos, Brennan S. Thompson, Ximing Wu -- A nonparametric quantile analysis of growth and governance / Kim P. Huynh, David T. Jacho-Ch(c)Øavez -- Nonparametric estimation of production risk and risk preference functions / Subal C. Kumbhakar, Efthymios G. Tsionas -- Exponential series estimation of empirical copulas with application to financial returns / Chinman Chui, Ximing Wu -- Nonparametric estimation of multivariate CDF with categorical and continuous data / Gaosheng Ju, Rui Li, Zhongwen Liang -- Partial identification of the distribution of treatment effects and its confidence sets / Yanqin Fan, Sang Soo Park -- Higher order bias reduction of kernel density and density derivative estimation at boundary points / Peter Bearse, Paul Rilstone -- Nonparametric and semiparametric methods in R / Jeffrey S. Racine -- Some recent developments in nonparametric finance / Zongwu Cai, Yongmiao Hong -- Imposing economic constraints in nonparametric regression : survey, implementation, and extension / Daniel J. Henderson, Christopher F. Parmeter -- Functional form of the environmental Kuznets curve / Hector O. Zapata, Krishna P. Paudel -- Some recent developments on nonparametric econometrics / Zongwu Cai, Jingping Gu, Qi Li -- Cross-validated bandwidths and significance testing / Christopher F. Parmeter, Zhiyuan Zheng, Patrick McCann -- Introduction / Qi Li, Jeffrey S. Racine. - This Volume of Advances in Econometrics contains a selection of papers presented initially at the 7th Annual Advances in Econometrics Conference held on the LSU campus in Baton Rouge, Louisiana during November 14-16, 2008. The theme of the conference was 'Nonparametric Econometric Methods', and the papers selected for inclusion in this Volume span a range of nonparametric techniques including kernel smoothing, empirical copulas, series estimators, and smoothing splines along with a variety of semiparametric methods. The papers in this Volume cover topics of interest to those who wish to familiarize themselves with current nonparametric methodology. Many papers also identify areas deserving of future attention. There exist survey papers devoted to recent developments in nonparametric nance, constrained nonparametric regression, miparametric/nonparametric environmental econometrics and nonparametric models with non-stationary data. There exist theoretical papers dealing with novel approaches for partial identification of the distribution of treatment effects, xed effects semiparametric panel data models, functional coefficient models with time series data, exponential series estimators of empirical copulas, estimation of multivariate CDFs and bias-reduction methods for density estimation. There also exist a number of applications that analyze returns to education, the evolution of income and life expectancy, the role of governance in growth, farm production, city size and unemployment rates, derivative pricing, and environmental pollution and economic growth. In short, this Volume contains a range of theoretical developments, surveys, and applications that would be of interest to those who wish to keep abreast of some of the most important current developments in the field of nonparametric estimation Online-Ausg. Online-Ausg. Online-Ausg Electronic books Li, Qi oth Racine, Jeffrey 1962- (DE-588)133144720 (DE-627)537504893 (DE-576)299652890 oth Erscheint auch als Druck-Ausgabe Nonparametric Econometric Methods http://www.emeraldinsight.com/0731-9053/25 Verlag Volltext https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=308848 Verlag Volltext https://zbmath.org/?q=an:1191.91009 B:ZBM 2021-04-12 Verlag Zentralblatt MATH Inhaltstext H-ZDB-1-EPB H-ZDB-4-EBA H-ZDB-4-NLEBK H-ZDB-55-BME GBV_ILN_34 ISIL_DE-18-302 SYSFLAG_1 GBV_KXP SSG-OPC-MAT GBV_ILN_70 ISIL_DE-89 GBV_ILN_164 ISIL_DE-916 GBV_ILN_185 ISIL_DE-Sra5 GBV_ILN_250 ISIL_DE-Ga20 GBV_ILN_281 ISIL_DE-Ei6 GBV_ILN_285 ISIL_DE-517 GBV_ILN_370 ISIL_DE-1373 GBV_ILN_673 ISIL_DE-H376 GBV hybr BO 045F 330.0151954 34 01 3551 1810009944 00 HIBS-E Nationallizenz --%%-- --%%-- OLR-natlizenz Vervielfältigungen (z.B. Kopien, Downloads) sind nur von einzelnen Kapiteln oder Seiten und nur zum eigenen wissenschaftlichen Gebrauch erlaubt. Die Weitergabe an Dritte sowie systematisches Downloaden sind untersagt. zi002 02-10-18 70 01 0089 1679606522 OLR-NL-EMERALD Campusweiter Zugriff (Universität Hannover). Vervielfältigungen (z.B. Kopien, Downloads) sind nur von einzelnen Kapiteln oder Seiten und nur zum eigenen wissenschaftlichen Gebrauch erlaubt. Keine Weitergabe an Dritte. Kein systematisches Downloaden durch Robots. z 24-04-17 164 01 0916 1706820984 OLR-EMERALD-BME-2017 Zugriff nur aus dem Hochschulnetz. Vervielfältigungen nur für den eigenen wissenschaftlichen Gebrauch z 09-08-17 185 01 3519 1799233499 OLR-EBME z 03-09-18 250 01 3250 1799261824 x 03-09-18 281 01 3281 1799264858 x 03-09-18 285 01 0517 1799220346 OLR-EPB Vervielfältigungen (z.B. Kopien, Downloads) sind nur von einzelnen Kapiteln oder Seiten und nur zum eigenen wissenschaftlichen Gebrauch erlaubt. Die Weitergabe an Dritte sowie systematisches Downloaden sind untersagt. z 03-09-18 370 01 4370 1799239012 olr-ebook NL Der deutschlandweite Zugriff auf dieses Produkt wird im Rahmen der Allianz-Initiative Digitale Information mit finanzieller Unterstützung der Deutschen Forschungsgemeinschaft (DFG) bereitgestellt und durch die ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften organisiert. Vervielfältigungen (z.B. Kopien, Downloads) sind nur von einzelnen Kapiteln oder Seiten und nur zum eigenen wissenschaftlichen Gebrauch erlaubt. Keine Weitergabe an Dritte. Kein systematisches Downloaden durch Robots. i z 03-09-18 673 01 4673 167051594X OLR-EMERALD Readers at the KLU Library are reminded that reproduction (copying or download) is restricted to single chapters of books or single articles of journals for the purpose of research or private study only. Circulation to third parties or systematic downloads through Robots is not allowed z 10-03-17 34 01 3551 http://www.emeraldinsight.com/0731-9053/25 70 01 0089 http://www.emeraldinsight.com/0731-9053/25 164 01 0916 http://www.emeraldinsight.com/0731-9053/25 185 01 3519 Zugriff im Netz der Hochschule Stralsund http://www.emeraldinsight.com/0731-9053/25 250 01 3250 http://www.emeraldinsight.com/0731-9053/25 281 01 3281 http://www.emeraldinsight.com/0731-9053/25 285 01 0517 E-Book http://www.emeraldinsight.com/0731-9053/25 370 01 4370 E-Book: Zugriff im HCU-Netz. Zugriff von außerhalb nur für HCU-Angehörige möglich http://www.emeraldinsight.com/0731-9053/25 673 01 4673 Please note: Access to these resources is restricted to KLU members only http://www.emeraldinsight.com/0731-9053/25 673 00 DE-H376 00 Emerald eBook Collection 34 01 3551 OLR-natlizenz 70 01 0089 OLR-NL-EMERALD 164 01 0916 OLR-EMERALD-BME-2017 185 01 3519 OLR-EBME 285 01 0517 OLR-EPB 370 01 4370 olr-ebook NL 673 01 4673 OLR-EMERALD |
| allfields_unstemmed |
06321573 DE-101 9781849506243 electronic bk. : (p)£92.95 ; (p) 978-1-84950-624-3 (DE-627)661527352 (DE-599)BSZ338290850 (ZBM)1191.91009 (EbpS)308848 (ZBM)1191.91009 DE-627 ger DE-627 rakwb eng XA-GB HB139 *91-06 msc 62-06 msc 00B25 msc Nonparametric econometric methods edited by Qi Li, Jeffrey S. Racine Bingley, U.K Emerald 2009 Online-Ressource Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Advances in econometrics 0731-9053 v. 25 Description based upon print version of record Front cover; Nonparametric Econometric Methods; Copyright page; Contents; List of contributors; Call for Papers; Introduction; 1. Model identification and testing of econometric models; 2. Estimation of semiparametric models; 3. Empirical applications of nonparametric methods; 4. Copula and density estimation; 5. Computation; 6. Surveys; Note; Part I: Model Identification and Testing of Econometric Models; Chapter 1. Partial identification of the distribution of treatment effects and its confidence sets; 1. Introduction 2. Sharp bounds on the distribution of treatment effects and bounds on its D-parameters for randomized experiments3. More on sharp bounds on the joint distribution of potential outcomes and the distribution of treatment effects; 4. Nonparametric estimators of the sharp bounds and their asymptotic properties for randomized experiments; 5. Confidence sets for the distribution of treatment effects for randomized experiments; 6. Bias-corrected estimators of sharp bounds on the distribution of treatment effects for randomized experiments; 7. Simulation; 8. Conclusion; Notes; Acknowledgments ReferencesAppendix A. Proof of Eq. (23); Appendix B. Expressions for ysup,delta, yinf,delta, m(delta) and m(delta) for some known marginal distributions; Chapter 2. Cross-validated bandwidths and significance testing; 1. Introduction; 2. Nonparametric estimation and significance testing; 3. Monte Carlo illustration; 4. Conclusion; Notes; Acknowledgments; References; Part II: Estimation of Semiparametric Models; Chapter 3. Semiparametric estimation of fixed-effects panel data varying coefficient models; 1. Introduction; 2. Fixed-effects varying coefficient panel data models 3. Nonparametric estimator and asymptotic theory4. Testing random effects versus fixed effects; 5. Monte Carlo simulations; 6. Conclusion; Acknowledgments; References; Chapter 4. Functional coefficient estimation with both categorical and continuous data; 1. Introduction; 2. Functional coefficient estimation with mixed data; 3. Monte Carlo simulations; 4. An empirical application: estimating the wage equation; 5. Conclusions; Note; Acknowledgments; References; Part III: Empirical Applications of Nonparametric Methods Chapter 5. The evolution of the conditional joint distribution of life expectancy and per capita income growth1. Introduction; 2. Data; 3. Empirical results; 4. Conclusion; Acknowledgments; Notes; References; Chapter 6. A nonparametric quantile analysis of growth and governance; 1. Introduction; 2. Governance and growth data; 3. Empirical methodology; 4. Concluding remarks; Notes; Acknowledgments; References; Technical Appendix; Chapter 7. Nonparametric estimation of production risk and risk preference functions; 1. Introduction 2. Risk models with output price uncertainty and production risk Semiparametric estimation of fixed-effects panel data varying coefficient models / Yiguo Sun, Raymond J. Carroll, Dingding Li -- Functional coefficient estimation with both categorical and continuous data / Liangjun Su, Ye Chen, Aman Ullah -- The evolution of the conditional joint distribution of life expectancy and per capita income growth / Thanasis Stengos, Brennan S. Thompson, Ximing Wu -- A nonparametric quantile analysis of growth and governance / Kim P. Huynh, David T. Jacho-Ch(c)Øavez -- Nonparametric estimation of production risk and risk preference functions / Subal C. Kumbhakar, Efthymios G. Tsionas -- Exponential series estimation of empirical copulas with application to financial returns / Chinman Chui, Ximing Wu -- Nonparametric estimation of multivariate CDF with categorical and continuous data / Gaosheng Ju, Rui Li, Zhongwen Liang -- Partial identification of the distribution of treatment effects and its confidence sets / Yanqin Fan, Sang Soo Park -- Higher order bias reduction of kernel density and density derivative estimation at boundary points / Peter Bearse, Paul Rilstone -- Nonparametric and semiparametric methods in R / Jeffrey S. Racine -- Some recent developments in nonparametric finance / Zongwu Cai, Yongmiao Hong -- Imposing economic constraints in nonparametric regression : survey, implementation, and extension / Daniel J. Henderson, Christopher F. Parmeter -- Functional form of the environmental Kuznets curve / Hector O. Zapata, Krishna P. Paudel -- Some recent developments on nonparametric econometrics / Zongwu Cai, Jingping Gu, Qi Li -- Cross-validated bandwidths and significance testing / Christopher F. Parmeter, Zhiyuan Zheng, Patrick McCann -- Introduction / Qi Li, Jeffrey S. Racine. - This Volume of Advances in Econometrics contains a selection of papers presented initially at the 7th Annual Advances in Econometrics Conference held on the LSU campus in Baton Rouge, Louisiana during November 14-16, 2008. The theme of the conference was 'Nonparametric Econometric Methods', and the papers selected for inclusion in this Volume span a range of nonparametric techniques including kernel smoothing, empirical copulas, series estimators, and smoothing splines along with a variety of semiparametric methods. The papers in this Volume cover topics of interest to those who wish to familiarize themselves with current nonparametric methodology. Many papers also identify areas deserving of future attention. There exist survey papers devoted to recent developments in nonparametric nance, constrained nonparametric regression, miparametric/nonparametric environmental econometrics and nonparametric models with non-stationary data. There exist theoretical papers dealing with novel approaches for partial identification of the distribution of treatment effects, xed effects semiparametric panel data models, functional coefficient models with time series data, exponential series estimators of empirical copulas, estimation of multivariate CDFs and bias-reduction methods for density estimation. There also exist a number of applications that analyze returns to education, the evolution of income and life expectancy, the role of governance in growth, farm production, city size and unemployment rates, derivative pricing, and environmental pollution and economic growth. In short, this Volume contains a range of theoretical developments, surveys, and applications that would be of interest to those who wish to keep abreast of some of the most important current developments in the field of nonparametric estimation Online-Ausg. Online-Ausg. Online-Ausg Electronic books Li, Qi oth Racine, Jeffrey 1962- (DE-588)133144720 (DE-627)537504893 (DE-576)299652890 oth Erscheint auch als Druck-Ausgabe Nonparametric Econometric Methods http://www.emeraldinsight.com/0731-9053/25 Verlag Volltext https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=308848 Verlag Volltext https://zbmath.org/?q=an:1191.91009 B:ZBM 2021-04-12 Verlag Zentralblatt MATH Inhaltstext H-ZDB-1-EPB H-ZDB-4-EBA H-ZDB-4-NLEBK H-ZDB-55-BME GBV_ILN_34 ISIL_DE-18-302 SYSFLAG_1 GBV_KXP SSG-OPC-MAT GBV_ILN_70 ISIL_DE-89 GBV_ILN_164 ISIL_DE-916 GBV_ILN_185 ISIL_DE-Sra5 GBV_ILN_250 ISIL_DE-Ga20 GBV_ILN_281 ISIL_DE-Ei6 GBV_ILN_285 ISIL_DE-517 GBV_ILN_370 ISIL_DE-1373 GBV_ILN_673 ISIL_DE-H376 GBV hybr BO 045F 330.0151954 34 01 3551 1810009944 00 HIBS-E Nationallizenz --%%-- --%%-- OLR-natlizenz Vervielfältigungen (z.B. Kopien, Downloads) sind nur von einzelnen Kapiteln oder Seiten und nur zum eigenen wissenschaftlichen Gebrauch erlaubt. Die Weitergabe an Dritte sowie systematisches Downloaden sind untersagt. zi002 02-10-18 70 01 0089 1679606522 OLR-NL-EMERALD Campusweiter Zugriff (Universität Hannover). Vervielfältigungen (z.B. Kopien, Downloads) sind nur von einzelnen Kapiteln oder Seiten und nur zum eigenen wissenschaftlichen Gebrauch erlaubt. Keine Weitergabe an Dritte. Kein systematisches Downloaden durch Robots. z 24-04-17 164 01 0916 1706820984 OLR-EMERALD-BME-2017 Zugriff nur aus dem Hochschulnetz. Vervielfältigungen nur für den eigenen wissenschaftlichen Gebrauch z 09-08-17 185 01 3519 1799233499 OLR-EBME z 03-09-18 250 01 3250 1799261824 x 03-09-18 281 01 3281 1799264858 x 03-09-18 285 01 0517 1799220346 OLR-EPB Vervielfältigungen (z.B. Kopien, Downloads) sind nur von einzelnen Kapiteln oder Seiten und nur zum eigenen wissenschaftlichen Gebrauch erlaubt. Die Weitergabe an Dritte sowie systematisches Downloaden sind untersagt. z 03-09-18 370 01 4370 1799239012 olr-ebook NL Der deutschlandweite Zugriff auf dieses Produkt wird im Rahmen der Allianz-Initiative Digitale Information mit finanzieller Unterstützung der Deutschen Forschungsgemeinschaft (DFG) bereitgestellt und durch die ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften organisiert. Vervielfältigungen (z.B. Kopien, Downloads) sind nur von einzelnen Kapiteln oder Seiten und nur zum eigenen wissenschaftlichen Gebrauch erlaubt. Keine Weitergabe an Dritte. Kein systematisches Downloaden durch Robots. i z 03-09-18 673 01 4673 167051594X OLR-EMERALD Readers at the KLU Library are reminded that reproduction (copying or download) is restricted to single chapters of books or single articles of journals for the purpose of research or private study only. Circulation to third parties or systematic downloads through Robots is not allowed z 10-03-17 34 01 3551 http://www.emeraldinsight.com/0731-9053/25 70 01 0089 http://www.emeraldinsight.com/0731-9053/25 164 01 0916 http://www.emeraldinsight.com/0731-9053/25 185 01 3519 Zugriff im Netz der Hochschule Stralsund http://www.emeraldinsight.com/0731-9053/25 250 01 3250 http://www.emeraldinsight.com/0731-9053/25 281 01 3281 http://www.emeraldinsight.com/0731-9053/25 285 01 0517 E-Book http://www.emeraldinsight.com/0731-9053/25 370 01 4370 E-Book: Zugriff im HCU-Netz. Zugriff von außerhalb nur für HCU-Angehörige möglich http://www.emeraldinsight.com/0731-9053/25 673 01 4673 Please note: Access to these resources is restricted to KLU members only http://www.emeraldinsight.com/0731-9053/25 673 00 DE-H376 00 Emerald eBook Collection 34 01 3551 OLR-natlizenz 70 01 0089 OLR-NL-EMERALD 164 01 0916 OLR-EMERALD-BME-2017 185 01 3519 OLR-EBME 285 01 0517 OLR-EPB 370 01 4370 olr-ebook NL 673 01 4673 OLR-EMERALD |
| allfieldsGer |
06321573 DE-101 9781849506243 electronic bk. : (p)£92.95 ; (p) 978-1-84950-624-3 (DE-627)661527352 (DE-599)BSZ338290850 (ZBM)1191.91009 (EbpS)308848 (ZBM)1191.91009 DE-627 ger DE-627 rakwb eng XA-GB HB139 *91-06 msc 62-06 msc 00B25 msc Nonparametric econometric methods edited by Qi Li, Jeffrey S. Racine Bingley, U.K Emerald 2009 Online-Ressource Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Advances in econometrics 0731-9053 v. 25 Description based upon print version of record Front cover; Nonparametric Econometric Methods; Copyright page; Contents; List of contributors; Call for Papers; Introduction; 1. Model identification and testing of econometric models; 2. Estimation of semiparametric models; 3. Empirical applications of nonparametric methods; 4. Copula and density estimation; 5. Computation; 6. Surveys; Note; Part I: Model Identification and Testing of Econometric Models; Chapter 1. Partial identification of the distribution of treatment effects and its confidence sets; 1. Introduction 2. Sharp bounds on the distribution of treatment effects and bounds on its D-parameters for randomized experiments3. More on sharp bounds on the joint distribution of potential outcomes and the distribution of treatment effects; 4. Nonparametric estimators of the sharp bounds and their asymptotic properties for randomized experiments; 5. Confidence sets for the distribution of treatment effects for randomized experiments; 6. Bias-corrected estimators of sharp bounds on the distribution of treatment effects for randomized experiments; 7. Simulation; 8. Conclusion; Notes; Acknowledgments ReferencesAppendix A. Proof of Eq. (23); Appendix B. Expressions for ysup,delta, yinf,delta, m(delta) and m(delta) for some known marginal distributions; Chapter 2. Cross-validated bandwidths and significance testing; 1. Introduction; 2. Nonparametric estimation and significance testing; 3. Monte Carlo illustration; 4. Conclusion; Notes; Acknowledgments; References; Part II: Estimation of Semiparametric Models; Chapter 3. Semiparametric estimation of fixed-effects panel data varying coefficient models; 1. Introduction; 2. Fixed-effects varying coefficient panel data models 3. Nonparametric estimator and asymptotic theory4. Testing random effects versus fixed effects; 5. Monte Carlo simulations; 6. Conclusion; Acknowledgments; References; Chapter 4. Functional coefficient estimation with both categorical and continuous data; 1. Introduction; 2. Functional coefficient estimation with mixed data; 3. Monte Carlo simulations; 4. An empirical application: estimating the wage equation; 5. Conclusions; Note; Acknowledgments; References; Part III: Empirical Applications of Nonparametric Methods Chapter 5. The evolution of the conditional joint distribution of life expectancy and per capita income growth1. Introduction; 2. Data; 3. Empirical results; 4. Conclusion; Acknowledgments; Notes; References; Chapter 6. A nonparametric quantile analysis of growth and governance; 1. Introduction; 2. Governance and growth data; 3. Empirical methodology; 4. Concluding remarks; Notes; Acknowledgments; References; Technical Appendix; Chapter 7. Nonparametric estimation of production risk and risk preference functions; 1. Introduction 2. Risk models with output price uncertainty and production risk Semiparametric estimation of fixed-effects panel data varying coefficient models / Yiguo Sun, Raymond J. Carroll, Dingding Li -- Functional coefficient estimation with both categorical and continuous data / Liangjun Su, Ye Chen, Aman Ullah -- The evolution of the conditional joint distribution of life expectancy and per capita income growth / Thanasis Stengos, Brennan S. Thompson, Ximing Wu -- A nonparametric quantile analysis of growth and governance / Kim P. Huynh, David T. Jacho-Ch(c)Øavez -- Nonparametric estimation of production risk and risk preference functions / Subal C. Kumbhakar, Efthymios G. Tsionas -- Exponential series estimation of empirical copulas with application to financial returns / Chinman Chui, Ximing Wu -- Nonparametric estimation of multivariate CDF with categorical and continuous data / Gaosheng Ju, Rui Li, Zhongwen Liang -- Partial identification of the distribution of treatment effects and its confidence sets / Yanqin Fan, Sang Soo Park -- Higher order bias reduction of kernel density and density derivative estimation at boundary points / Peter Bearse, Paul Rilstone -- Nonparametric and semiparametric methods in R / Jeffrey S. Racine -- Some recent developments in nonparametric finance / Zongwu Cai, Yongmiao Hong -- Imposing economic constraints in nonparametric regression : survey, implementation, and extension / Daniel J. Henderson, Christopher F. Parmeter -- Functional form of the environmental Kuznets curve / Hector O. Zapata, Krishna P. Paudel -- Some recent developments on nonparametric econometrics / Zongwu Cai, Jingping Gu, Qi Li -- Cross-validated bandwidths and significance testing / Christopher F. Parmeter, Zhiyuan Zheng, Patrick McCann -- Introduction / Qi Li, Jeffrey S. Racine. - This Volume of Advances in Econometrics contains a selection of papers presented initially at the 7th Annual Advances in Econometrics Conference held on the LSU campus in Baton Rouge, Louisiana during November 14-16, 2008. The theme of the conference was 'Nonparametric Econometric Methods', and the papers selected for inclusion in this Volume span a range of nonparametric techniques including kernel smoothing, empirical copulas, series estimators, and smoothing splines along with a variety of semiparametric methods. The papers in this Volume cover topics of interest to those who wish to familiarize themselves with current nonparametric methodology. Many papers also identify areas deserving of future attention. There exist survey papers devoted to recent developments in nonparametric nance, constrained nonparametric regression, miparametric/nonparametric environmental econometrics and nonparametric models with non-stationary data. There exist theoretical papers dealing with novel approaches for partial identification of the distribution of treatment effects, xed effects semiparametric panel data models, functional coefficient models with time series data, exponential series estimators of empirical copulas, estimation of multivariate CDFs and bias-reduction methods for density estimation. There also exist a number of applications that analyze returns to education, the evolution of income and life expectancy, the role of governance in growth, farm production, city size and unemployment rates, derivative pricing, and environmental pollution and economic growth. In short, this Volume contains a range of theoretical developments, surveys, and applications that would be of interest to those who wish to keep abreast of some of the most important current developments in the field of nonparametric estimation Online-Ausg. Online-Ausg. Online-Ausg Electronic books Li, Qi oth Racine, Jeffrey 1962- (DE-588)133144720 (DE-627)537504893 (DE-576)299652890 oth Erscheint auch als Druck-Ausgabe Nonparametric Econometric Methods http://www.emeraldinsight.com/0731-9053/25 Verlag Volltext https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=308848 Verlag Volltext https://zbmath.org/?q=an:1191.91009 B:ZBM 2021-04-12 Verlag Zentralblatt MATH Inhaltstext H-ZDB-1-EPB H-ZDB-4-EBA H-ZDB-4-NLEBK H-ZDB-55-BME GBV_ILN_34 ISIL_DE-18-302 SYSFLAG_1 GBV_KXP SSG-OPC-MAT GBV_ILN_70 ISIL_DE-89 GBV_ILN_164 ISIL_DE-916 GBV_ILN_185 ISIL_DE-Sra5 GBV_ILN_250 ISIL_DE-Ga20 GBV_ILN_281 ISIL_DE-Ei6 GBV_ILN_285 ISIL_DE-517 GBV_ILN_370 ISIL_DE-1373 GBV_ILN_673 ISIL_DE-H376 GBV hybr BO 045F 330.0151954 34 01 3551 1810009944 00 HIBS-E Nationallizenz --%%-- --%%-- OLR-natlizenz Vervielfältigungen (z.B. Kopien, Downloads) sind nur von einzelnen Kapiteln oder Seiten und nur zum eigenen wissenschaftlichen Gebrauch erlaubt. Die Weitergabe an Dritte sowie systematisches Downloaden sind untersagt. zi002 02-10-18 70 01 0089 1679606522 OLR-NL-EMERALD Campusweiter Zugriff (Universität Hannover). Vervielfältigungen (z.B. Kopien, Downloads) sind nur von einzelnen Kapiteln oder Seiten und nur zum eigenen wissenschaftlichen Gebrauch erlaubt. Keine Weitergabe an Dritte. Kein systematisches Downloaden durch Robots. z 24-04-17 164 01 0916 1706820984 OLR-EMERALD-BME-2017 Zugriff nur aus dem Hochschulnetz. Vervielfältigungen nur für den eigenen wissenschaftlichen Gebrauch z 09-08-17 185 01 3519 1799233499 OLR-EBME z 03-09-18 250 01 3250 1799261824 x 03-09-18 281 01 3281 1799264858 x 03-09-18 285 01 0517 1799220346 OLR-EPB Vervielfältigungen (z.B. Kopien, Downloads) sind nur von einzelnen Kapiteln oder Seiten und nur zum eigenen wissenschaftlichen Gebrauch erlaubt. Die Weitergabe an Dritte sowie systematisches Downloaden sind untersagt. z 03-09-18 370 01 4370 1799239012 olr-ebook NL Der deutschlandweite Zugriff auf dieses Produkt wird im Rahmen der Allianz-Initiative Digitale Information mit finanzieller Unterstützung der Deutschen Forschungsgemeinschaft (DFG) bereitgestellt und durch die ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften organisiert. Vervielfältigungen (z.B. Kopien, Downloads) sind nur von einzelnen Kapiteln oder Seiten und nur zum eigenen wissenschaftlichen Gebrauch erlaubt. Keine Weitergabe an Dritte. Kein systematisches Downloaden durch Robots. i z 03-09-18 673 01 4673 167051594X OLR-EMERALD Readers at the KLU Library are reminded that reproduction (copying or download) is restricted to single chapters of books or single articles of journals for the purpose of research or private study only. Circulation to third parties or systematic downloads through Robots is not allowed z 10-03-17 34 01 3551 http://www.emeraldinsight.com/0731-9053/25 70 01 0089 http://www.emeraldinsight.com/0731-9053/25 164 01 0916 http://www.emeraldinsight.com/0731-9053/25 185 01 3519 Zugriff im Netz der Hochschule Stralsund http://www.emeraldinsight.com/0731-9053/25 250 01 3250 http://www.emeraldinsight.com/0731-9053/25 281 01 3281 http://www.emeraldinsight.com/0731-9053/25 285 01 0517 E-Book http://www.emeraldinsight.com/0731-9053/25 370 01 4370 E-Book: Zugriff im HCU-Netz. Zugriff von außerhalb nur für HCU-Angehörige möglich http://www.emeraldinsight.com/0731-9053/25 673 01 4673 Please note: Access to these resources is restricted to KLU members only http://www.emeraldinsight.com/0731-9053/25 673 00 DE-H376 00 Emerald eBook Collection 34 01 3551 OLR-natlizenz 70 01 0089 OLR-NL-EMERALD 164 01 0916 OLR-EMERALD-BME-2017 185 01 3519 OLR-EBME 285 01 0517 OLR-EPB 370 01 4370 olr-ebook NL 673 01 4673 OLR-EMERALD |
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06321573 DE-101 9781849506243 electronic bk. : (p)£92.95 ; (p) 978-1-84950-624-3 (DE-627)661527352 (DE-599)BSZ338290850 (ZBM)1191.91009 (EbpS)308848 (ZBM)1191.91009 DE-627 ger DE-627 rakwb eng XA-GB HB139 *91-06 msc 62-06 msc 00B25 msc Nonparametric econometric methods edited by Qi Li, Jeffrey S. Racine Bingley, U.K Emerald 2009 Online-Ressource Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Advances in econometrics 0731-9053 v. 25 Description based upon print version of record Front cover; Nonparametric Econometric Methods; Copyright page; Contents; List of contributors; Call for Papers; Introduction; 1. Model identification and testing of econometric models; 2. Estimation of semiparametric models; 3. Empirical applications of nonparametric methods; 4. Copula and density estimation; 5. Computation; 6. Surveys; Note; Part I: Model Identification and Testing of Econometric Models; Chapter 1. Partial identification of the distribution of treatment effects and its confidence sets; 1. Introduction 2. Sharp bounds on the distribution of treatment effects and bounds on its D-parameters for randomized experiments3. More on sharp bounds on the joint distribution of potential outcomes and the distribution of treatment effects; 4. Nonparametric estimators of the sharp bounds and their asymptotic properties for randomized experiments; 5. Confidence sets for the distribution of treatment effects for randomized experiments; 6. Bias-corrected estimators of sharp bounds on the distribution of treatment effects for randomized experiments; 7. Simulation; 8. Conclusion; Notes; Acknowledgments ReferencesAppendix A. Proof of Eq. (23); Appendix B. Expressions for ysup,delta, yinf,delta, m(delta) and m(delta) for some known marginal distributions; Chapter 2. Cross-validated bandwidths and significance testing; 1. Introduction; 2. Nonparametric estimation and significance testing; 3. Monte Carlo illustration; 4. Conclusion; Notes; Acknowledgments; References; Part II: Estimation of Semiparametric Models; Chapter 3. Semiparametric estimation of fixed-effects panel data varying coefficient models; 1. Introduction; 2. Fixed-effects varying coefficient panel data models 3. Nonparametric estimator and asymptotic theory4. Testing random effects versus fixed effects; 5. Monte Carlo simulations; 6. Conclusion; Acknowledgments; References; Chapter 4. Functional coefficient estimation with both categorical and continuous data; 1. Introduction; 2. Functional coefficient estimation with mixed data; 3. Monte Carlo simulations; 4. An empirical application: estimating the wage equation; 5. Conclusions; Note; Acknowledgments; References; Part III: Empirical Applications of Nonparametric Methods Chapter 5. The evolution of the conditional joint distribution of life expectancy and per capita income growth1. Introduction; 2. Data; 3. Empirical results; 4. Conclusion; Acknowledgments; Notes; References; Chapter 6. A nonparametric quantile analysis of growth and governance; 1. Introduction; 2. Governance and growth data; 3. Empirical methodology; 4. Concluding remarks; Notes; Acknowledgments; References; Technical Appendix; Chapter 7. Nonparametric estimation of production risk and risk preference functions; 1. Introduction 2. Risk models with output price uncertainty and production risk Semiparametric estimation of fixed-effects panel data varying coefficient models / Yiguo Sun, Raymond J. Carroll, Dingding Li -- Functional coefficient estimation with both categorical and continuous data / Liangjun Su, Ye Chen, Aman Ullah -- The evolution of the conditional joint distribution of life expectancy and per capita income growth / Thanasis Stengos, Brennan S. Thompson, Ximing Wu -- A nonparametric quantile analysis of growth and governance / Kim P. Huynh, David T. Jacho-Ch(c)Øavez -- Nonparametric estimation of production risk and risk preference functions / Subal C. Kumbhakar, Efthymios G. Tsionas -- Exponential series estimation of empirical copulas with application to financial returns / Chinman Chui, Ximing Wu -- Nonparametric estimation of multivariate CDF with categorical and continuous data / Gaosheng Ju, Rui Li, Zhongwen Liang -- Partial identification of the distribution of treatment effects and its confidence sets / Yanqin Fan, Sang Soo Park -- Higher order bias reduction of kernel density and density derivative estimation at boundary points / Peter Bearse, Paul Rilstone -- Nonparametric and semiparametric methods in R / Jeffrey S. Racine -- Some recent developments in nonparametric finance / Zongwu Cai, Yongmiao Hong -- Imposing economic constraints in nonparametric regression : survey, implementation, and extension / Daniel J. Henderson, Christopher F. Parmeter -- Functional form of the environmental Kuznets curve / Hector O. Zapata, Krishna P. Paudel -- Some recent developments on nonparametric econometrics / Zongwu Cai, Jingping Gu, Qi Li -- Cross-validated bandwidths and significance testing / Christopher F. Parmeter, Zhiyuan Zheng, Patrick McCann -- Introduction / Qi Li, Jeffrey S. Racine. - This Volume of Advances in Econometrics contains a selection of papers presented initially at the 7th Annual Advances in Econometrics Conference held on the LSU campus in Baton Rouge, Louisiana during November 14-16, 2008. The theme of the conference was 'Nonparametric Econometric Methods', and the papers selected for inclusion in this Volume span a range of nonparametric techniques including kernel smoothing, empirical copulas, series estimators, and smoothing splines along with a variety of semiparametric methods. The papers in this Volume cover topics of interest to those who wish to familiarize themselves with current nonparametric methodology. Many papers also identify areas deserving of future attention. There exist survey papers devoted to recent developments in nonparametric nance, constrained nonparametric regression, miparametric/nonparametric environmental econometrics and nonparametric models with non-stationary data. There exist theoretical papers dealing with novel approaches for partial identification of the distribution of treatment effects, xed effects semiparametric panel data models, functional coefficient models with time series data, exponential series estimators of empirical copulas, estimation of multivariate CDFs and bias-reduction methods for density estimation. There also exist a number of applications that analyze returns to education, the evolution of income and life expectancy, the role of governance in growth, farm production, city size and unemployment rates, derivative pricing, and environmental pollution and economic growth. In short, this Volume contains a range of theoretical developments, surveys, and applications that would be of interest to those who wish to keep abreast of some of the most important current developments in the field of nonparametric estimation Online-Ausg. Online-Ausg. Online-Ausg Electronic books Li, Qi oth Racine, Jeffrey 1962- (DE-588)133144720 (DE-627)537504893 (DE-576)299652890 oth Erscheint auch als Druck-Ausgabe Nonparametric Econometric Methods http://www.emeraldinsight.com/0731-9053/25 Verlag Volltext https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=308848 Verlag Volltext https://zbmath.org/?q=an:1191.91009 B:ZBM 2021-04-12 Verlag Zentralblatt MATH Inhaltstext H-ZDB-1-EPB H-ZDB-4-EBA H-ZDB-4-NLEBK H-ZDB-55-BME GBV_ILN_34 ISIL_DE-18-302 SYSFLAG_1 GBV_KXP SSG-OPC-MAT GBV_ILN_70 ISIL_DE-89 GBV_ILN_164 ISIL_DE-916 GBV_ILN_185 ISIL_DE-Sra5 GBV_ILN_250 ISIL_DE-Ga20 GBV_ILN_281 ISIL_DE-Ei6 GBV_ILN_285 ISIL_DE-517 GBV_ILN_370 ISIL_DE-1373 GBV_ILN_673 ISIL_DE-H376 GBV hybr BO 045F 330.0151954 34 01 3551 1810009944 00 HIBS-E Nationallizenz --%%-- --%%-- OLR-natlizenz Vervielfältigungen (z.B. Kopien, Downloads) sind nur von einzelnen Kapiteln oder Seiten und nur zum eigenen wissenschaftlichen Gebrauch erlaubt. Die Weitergabe an Dritte sowie systematisches Downloaden sind untersagt. zi002 02-10-18 70 01 0089 1679606522 OLR-NL-EMERALD Campusweiter Zugriff (Universität Hannover). Vervielfältigungen (z.B. Kopien, Downloads) sind nur von einzelnen Kapiteln oder Seiten und nur zum eigenen wissenschaftlichen Gebrauch erlaubt. Keine Weitergabe an Dritte. Kein systematisches Downloaden durch Robots. z 24-04-17 164 01 0916 1706820984 OLR-EMERALD-BME-2017 Zugriff nur aus dem Hochschulnetz. Vervielfältigungen nur für den eigenen wissenschaftlichen Gebrauch z 09-08-17 185 01 3519 1799233499 OLR-EBME z 03-09-18 250 01 3250 1799261824 x 03-09-18 281 01 3281 1799264858 x 03-09-18 285 01 0517 1799220346 OLR-EPB Vervielfältigungen (z.B. Kopien, Downloads) sind nur von einzelnen Kapiteln oder Seiten und nur zum eigenen wissenschaftlichen Gebrauch erlaubt. Die Weitergabe an Dritte sowie systematisches Downloaden sind untersagt. z 03-09-18 370 01 4370 1799239012 olr-ebook NL Der deutschlandweite Zugriff auf dieses Produkt wird im Rahmen der Allianz-Initiative Digitale Information mit finanzieller Unterstützung der Deutschen Forschungsgemeinschaft (DFG) bereitgestellt und durch die ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften organisiert. Vervielfältigungen (z.B. Kopien, Downloads) sind nur von einzelnen Kapiteln oder Seiten und nur zum eigenen wissenschaftlichen Gebrauch erlaubt. Keine Weitergabe an Dritte. Kein systematisches Downloaden durch Robots. i z 03-09-18 673 01 4673 167051594X OLR-EMERALD Readers at the KLU Library are reminded that reproduction (copying or download) is restricted to single chapters of books or single articles of journals for the purpose of research or private study only. Circulation to third parties or systematic downloads through Robots is not allowed z 10-03-17 34 01 3551 http://www.emeraldinsight.com/0731-9053/25 70 01 0089 http://www.emeraldinsight.com/0731-9053/25 164 01 0916 http://www.emeraldinsight.com/0731-9053/25 185 01 3519 Zugriff im Netz der Hochschule Stralsund http://www.emeraldinsight.com/0731-9053/25 250 01 3250 http://www.emeraldinsight.com/0731-9053/25 281 01 3281 http://www.emeraldinsight.com/0731-9053/25 285 01 0517 E-Book http://www.emeraldinsight.com/0731-9053/25 370 01 4370 E-Book: Zugriff im HCU-Netz. Zugriff von außerhalb nur für HCU-Angehörige möglich http://www.emeraldinsight.com/0731-9053/25 673 01 4673 Please note: Access to these resources is restricted to KLU members only http://www.emeraldinsight.com/0731-9053/25 673 00 DE-H376 00 Emerald eBook Collection 34 01 3551 OLR-natlizenz 70 01 0089 OLR-NL-EMERALD 164 01 0916 OLR-EMERALD-BME-2017 185 01 3519 OLR-EBME 285 01 0517 OLR-EPB 370 01 4370 olr-ebook NL 673 01 4673 OLR-EMERALD |
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Front cover; Nonparametric Econometric Methods; Copyright page; Contents; List of contributors; Call for Papers; Introduction; 1. Model identification and testing of econometric models; 2. Estimation of semiparametric models; 3. Empirical applications of nonparametric methods; 4. Copula and density estimation; 5. Computation; 6. Surveys; Note; Part I: Model Identification and Testing of Econometric Models; Chapter 1. Partial identification of the distribution of treatment effects and its confidence sets; 1. Introduction 2. Sharp bounds on the distribution of treatment effects and bounds on its D-parameters for randomized experiments3. More on sharp bounds on the joint distribution of potential outcomes and the distribution of treatment effects; 4. Nonparametric estimators of the sharp bounds and their asymptotic properties for randomized experiments; 5. Confidence sets for the distribution of treatment effects for randomized experiments; 6. Bias-corrected estimators of sharp bounds on the distribution of treatment effects for randomized experiments; 7. Simulation; 8. Conclusion; Notes; Acknowledgments ReferencesAppendix A. Proof of Eq. (23); Appendix B. Expressions for ysup,delta, yinf,delta, m(delta) and m(delta) for some known marginal distributions; Chapter 2. Cross-validated bandwidths and significance testing; 1. Introduction; 2. Nonparametric estimation and significance testing; 3. Monte Carlo illustration; 4. Conclusion; Notes; Acknowledgments; References; Part II: Estimation of Semiparametric Models; Chapter 3. Semiparametric estimation of fixed-effects panel data varying coefficient models; 1. Introduction; 2. Fixed-effects varying coefficient panel data models 3. Nonparametric estimator and asymptotic theory4. Testing random effects versus fixed effects; 5. Monte Carlo simulations; 6. Conclusion; Acknowledgments; References; Chapter 4. Functional coefficient estimation with both categorical and continuous data; 1. Introduction; 2. Functional coefficient estimation with mixed data; 3. Monte Carlo simulations; 4. An empirical application: estimating the wage equation; 5. Conclusions; Note; Acknowledgments; References; Part III: Empirical Applications of Nonparametric Methods Chapter 5. The evolution of the conditional joint distribution of life expectancy and per capita income growth1. Introduction; 2. Data; 3. Empirical results; 4. Conclusion; Acknowledgments; Notes; References; Chapter 6. A nonparametric quantile analysis of growth and governance; 1. Introduction; 2. Governance and growth data; 3. Empirical methodology; 4. Concluding remarks; Notes; Acknowledgments; References; Technical Appendix; Chapter 7. Nonparametric estimation of production risk and risk preference functions; 1. Introduction 2. Risk models with output price uncertainty and production risk |
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| abstractGer |
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| abstract_unstemmed |
Semiparametric estimation of fixed-effects panel data varying coefficient models / Yiguo Sun, Raymond J. Carroll, Dingding Li -- Functional coefficient estimation with both categorical and continuous data / Liangjun Su, Ye Chen, Aman Ullah -- The evolution of the conditional joint distribution of life expectancy and per capita income growth / Thanasis Stengos, Brennan S. Thompson, Ximing Wu -- A nonparametric quantile analysis of growth and governance / Kim P. Huynh, David T. Jacho-Ch(c)Øavez -- Nonparametric estimation of production risk and risk preference functions / Subal C. Kumbhakar, Efthymios G. Tsionas -- Exponential series estimation of empirical copulas with application to financial returns / Chinman Chui, Ximing Wu -- Nonparametric estimation of multivariate CDF with categorical and continuous data / Gaosheng Ju, Rui Li, Zhongwen Liang -- Partial identification of the distribution of treatment effects and its confidence sets / Yanqin Fan, Sang Soo Park -- Higher order bias reduction of kernel density and density derivative estimation at boundary points / Peter Bearse, Paul Rilstone -- Nonparametric and semiparametric methods in R / Jeffrey S. Racine -- Some recent developments in nonparametric finance / Zongwu Cai, Yongmiao Hong -- Imposing economic constraints in nonparametric regression : survey, implementation, and extension / Daniel J. Henderson, Christopher F. Parmeter -- Functional form of the environmental Kuznets curve / Hector O. Zapata, Krishna P. Paudel -- Some recent developments on nonparametric econometrics / Zongwu Cai, Jingping Gu, Qi Li -- Cross-validated bandwidths and significance testing / Christopher F. Parmeter, Zhiyuan Zheng, Patrick McCann -- Introduction / Qi Li, Jeffrey S. Racine. - This Volume of Advances in Econometrics contains a selection of papers presented initially at the 7th Annual Advances in Econometrics Conference held on the LSU campus in Baton Rouge, Louisiana during November 14-16, 2008. The theme of the conference was 'Nonparametric Econometric Methods', and the papers selected for inclusion in this Volume span a range of nonparametric techniques including kernel smoothing, empirical copulas, series estimators, and smoothing splines along with a variety of semiparametric methods. The papers in this Volume cover topics of interest to those who wish to familiarize themselves with current nonparametric methodology. Many papers also identify areas deserving of future attention. There exist survey papers devoted to recent developments in nonparametric nance, constrained nonparametric regression, miparametric/nonparametric environmental econometrics and nonparametric models with non-stationary data. There exist theoretical papers dealing with novel approaches for partial identification of the distribution of treatment effects, xed effects semiparametric panel data models, functional coefficient models with time series data, exponential series estimators of empirical copulas, estimation of multivariate CDFs and bias-reduction methods for density estimation. There also exist a number of applications that analyze returns to education, the evolution of income and life expectancy, the role of governance in growth, farm production, city size and unemployment rates, derivative pricing, and environmental pollution and economic growth. In short, this Volume contains a range of theoretical developments, surveys, and applications that would be of interest to those who wish to keep abreast of some of the most important current developments in the field of nonparametric estimation Description based upon print version of record |
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Racine</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Bingley, U.K</subfield><subfield code="b">Emerald</subfield><subfield code="c">2009</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">Online-Ressource</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">Text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">Computermedien</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">Online-Ressource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Advances in econometrics 0731-9053 v. 25</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Description based upon print version of record</subfield></datafield><datafield tag="505" ind1="8" ind2="0"><subfield code="a">Front cover; Nonparametric Econometric Methods; Copyright page; Contents; List of contributors; Call for Papers; Introduction; 1. Model identification and testing of econometric models; 2. Estimation of semiparametric models; 3. Empirical applications of nonparametric methods; 4. Copula and density estimation; 5. Computation; 6. Surveys; Note; Part I: Model Identification and Testing of Econometric Models; Chapter 1. Partial identification of the distribution of treatment effects and its confidence sets; 1. Introduction</subfield></datafield><datafield tag="505" ind1="8" ind2="0"><subfield code="a">2. Sharp bounds on the distribution of treatment effects and bounds on its D-parameters for randomized experiments3. More on sharp bounds on the joint distribution of potential outcomes and the distribution of treatment effects; 4. Nonparametric estimators of the sharp bounds and their asymptotic properties for randomized experiments; 5. Confidence sets for the distribution of treatment effects for randomized experiments; 6. Bias-corrected estimators of sharp bounds on the distribution of treatment effects for randomized experiments; 7. Simulation; 8. Conclusion; Notes; Acknowledgments</subfield></datafield><datafield tag="505" ind1="8" ind2="0"><subfield code="a">ReferencesAppendix A. Proof of Eq. (23); Appendix B. Expressions for ysup,delta, yinf,delta, m(delta) and m(delta) for some known marginal distributions; Chapter 2. Cross-validated bandwidths and significance testing; 1. Introduction; 2. Nonparametric estimation and significance testing; 3. Monte Carlo illustration; 4. Conclusion; Notes; Acknowledgments; References; Part II: Estimation of Semiparametric Models; Chapter 3. Semiparametric estimation of fixed-effects panel data varying coefficient models; 1. Introduction; 2. Fixed-effects varying coefficient panel data models</subfield></datafield><datafield tag="505" ind1="8" ind2="0"><subfield code="a">3. Nonparametric estimator and asymptotic theory4. Testing random effects versus fixed effects; 5. Monte Carlo simulations; 6. Conclusion; Acknowledgments; References; Chapter 4. Functional coefficient estimation with both categorical and continuous data; 1. Introduction; 2. Functional coefficient estimation with mixed data; 3. Monte Carlo simulations; 4. An empirical application: estimating the wage equation; 5. Conclusions; Note; Acknowledgments; References; Part III: Empirical Applications of Nonparametric Methods</subfield></datafield><datafield tag="505" ind1="8" ind2="0"><subfield code="a">Chapter 5. The evolution of the conditional joint distribution of life expectancy and per capita income growth1. Introduction; 2. Data; 3. Empirical results; 4. Conclusion; Acknowledgments; Notes; References; Chapter 6. A nonparametric quantile analysis of growth and governance; 1. Introduction; 2. Governance and growth data; 3. Empirical methodology; 4. Concluding remarks; Notes; Acknowledgments; References; Technical Appendix; Chapter 7. Nonparametric estimation of production risk and risk preference functions; 1. Introduction</subfield></datafield><datafield tag="505" ind1="8" ind2="0"><subfield code="a">2. Risk models with output price uncertainty and production risk</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">Semiparametric estimation of fixed-effects panel data varying coefficient models / Yiguo Sun, Raymond J. Carroll, Dingding Li -- Functional coefficient estimation with both categorical and continuous data / Liangjun Su, Ye Chen, Aman Ullah -- The evolution of the conditional joint distribution of life expectancy and per capita income growth / Thanasis Stengos, Brennan S. Thompson, Ximing Wu -- A nonparametric quantile analysis of growth and governance / Kim P. Huynh, David T. Jacho-Ch(c)Øavez -- Nonparametric estimation of production risk and risk preference functions / Subal C. Kumbhakar, Efthymios G. 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Kopien, Downloads) sind nur von einzelnen Kapiteln oder Seiten und nur zum eigenen wissenschaftlichen Gebrauch erlaubt. Die Weitergabe an Dritte sowie systematisches Downloaden sind untersagt.</subfield><subfield code="y">zi002</subfield><subfield code="z">02-10-18</subfield></datafield><datafield tag="980" ind1=" " ind2=" "><subfield code="2">70</subfield><subfield code="1">01</subfield><subfield code="x">0089</subfield><subfield code="b">1679606522</subfield><subfield code="h">OLR-NL-EMERALD</subfield><subfield code="k">Campusweiter Zugriff (Universität Hannover). Vervielfältigungen (z.B. Kopien, Downloads) sind nur von einzelnen Kapiteln oder Seiten und nur zum eigenen wissenschaftlichen Gebrauch erlaubt. Keine Weitergabe an Dritte. Kein systematisches Downloaden durch Robots.</subfield><subfield code="y">z</subfield><subfield code="z">24-04-17</subfield></datafield><datafield tag="980" ind1=" " ind2=" "><subfield code="2">164</subfield><subfield code="1">01</subfield><subfield code="x">0916</subfield><subfield code="b">1706820984</subfield><subfield code="h">OLR-EMERALD-BME-2017</subfield><subfield code="k">Zugriff nur aus dem Hochschulnetz. Vervielfältigungen nur für den eigenen wissenschaftlichen Gebrauch</subfield><subfield code="y">z</subfield><subfield code="z">09-08-17</subfield></datafield><datafield tag="980" ind1=" " ind2=" "><subfield code="2">185</subfield><subfield code="1">01</subfield><subfield code="x">3519</subfield><subfield code="b">1799233499</subfield><subfield code="h">OLR-EBME</subfield><subfield code="y">z</subfield><subfield code="z">03-09-18</subfield></datafield><datafield tag="980" ind1=" " ind2=" "><subfield code="2">250</subfield><subfield code="1">01</subfield><subfield code="x">3250</subfield><subfield code="b">1799261824</subfield><subfield code="y">x</subfield><subfield code="z">03-09-18</subfield></datafield><datafield tag="980" ind1=" " ind2=" "><subfield code="2">281</subfield><subfield code="1">01</subfield><subfield code="x">3281</subfield><subfield code="b">1799264858</subfield><subfield code="y">x</subfield><subfield code="z">03-09-18</subfield></datafield><datafield tag="980" ind1=" " ind2=" "><subfield code="2">285</subfield><subfield code="1">01</subfield><subfield code="x">0517</subfield><subfield code="b">1799220346</subfield><subfield code="h">OLR-EPB</subfield><subfield code="k">Vervielfältigungen (z.B. Kopien, Downloads) sind nur von einzelnen Kapiteln oder Seiten und nur zum eigenen wissenschaftlichen Gebrauch erlaubt. Die Weitergabe an Dritte sowie systematisches Downloaden sind untersagt.</subfield><subfield code="y">z</subfield><subfield code="z">03-09-18</subfield></datafield><datafield tag="980" ind1=" " ind2=" "><subfield code="2">370</subfield><subfield code="1">01</subfield><subfield code="x">4370</subfield><subfield code="b">1799239012</subfield><subfield code="h">olr-ebook NL</subfield><subfield code="k">Der deutschlandweite Zugriff auf dieses Produkt wird im Rahmen der Allianz-Initiative Digitale Information mit finanzieller Unterstützung der Deutschen Forschungsgemeinschaft (DFG) bereitgestellt und durch die ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften organisiert.</subfield><subfield code="k">Vervielfältigungen (z.B. Kopien, Downloads) sind nur von einzelnen Kapiteln oder Seiten und nur zum eigenen wissenschaftlichen Gebrauch erlaubt. Keine Weitergabe an Dritte. Kein systematisches Downloaden durch Robots.</subfield><subfield code="u">i</subfield><subfield code="y">z</subfield><subfield code="z">03-09-18</subfield></datafield><datafield tag="980" ind1=" " ind2=" "><subfield code="2">673</subfield><subfield code="1">01</subfield><subfield code="x">4673</subfield><subfield code="b">167051594X</subfield><subfield code="h">OLR-EMERALD</subfield><subfield code="k">Readers at the KLU Library are reminded that reproduction (copying or download) is restricted to single chapters of books or single articles of journals for the purpose of research or private study only. Circulation to third parties or systematic downloads through Robots is not allowed</subfield><subfield code="y">z</subfield><subfield code="z">10-03-17</subfield></datafield><datafield tag="981" ind1=" " ind2=" "><subfield code="2">34</subfield><subfield code="1">01</subfield><subfield code="x">3551</subfield><subfield code="r">http://www.emeraldinsight.com/0731-9053/25</subfield></datafield><datafield tag="981" ind1=" " ind2=" "><subfield code="2">70</subfield><subfield code="1">01</subfield><subfield code="x">0089</subfield><subfield code="r">http://www.emeraldinsight.com/0731-9053/25</subfield></datafield><datafield tag="981" ind1=" " ind2=" "><subfield code="2">164</subfield><subfield code="1">01</subfield><subfield code="x">0916</subfield><subfield code="r">http://www.emeraldinsight.com/0731-9053/25</subfield></datafield><datafield tag="981" ind1=" " ind2=" "><subfield code="2">185</subfield><subfield code="1">01</subfield><subfield code="x">3519</subfield><subfield code="y">Zugriff im Netz der Hochschule Stralsund</subfield><subfield code="r">http://www.emeraldinsight.com/0731-9053/25</subfield></datafield><datafield tag="981" ind1=" " ind2=" "><subfield code="2">250</subfield><subfield code="1">01</subfield><subfield code="x">3250</subfield><subfield code="r">http://www.emeraldinsight.com/0731-9053/25</subfield></datafield><datafield tag="981" ind1=" " ind2=" "><subfield code="2">281</subfield><subfield code="1">01</subfield><subfield code="x">3281</subfield><subfield code="r">http://www.emeraldinsight.com/0731-9053/25</subfield></datafield><datafield tag="981" ind1=" " ind2=" "><subfield code="2">285</subfield><subfield code="1">01</subfield><subfield code="x">0517</subfield><subfield code="y">E-Book</subfield><subfield code="r">http://www.emeraldinsight.com/0731-9053/25</subfield></datafield><datafield tag="981" ind1=" " ind2=" "><subfield code="2">370</subfield><subfield code="1">01</subfield><subfield code="x">4370</subfield><subfield code="y">E-Book: Zugriff im HCU-Netz. Zugriff von außerhalb nur für HCU-Angehörige möglich</subfield><subfield code="r">http://www.emeraldinsight.com/0731-9053/25</subfield></datafield><datafield tag="981" ind1=" " ind2=" "><subfield code="2">673</subfield><subfield code="1">01</subfield><subfield code="x">4673</subfield><subfield code="y">Please note: Access to these resources is restricted to KLU members only</subfield><subfield code="r">http://www.emeraldinsight.com/0731-9053/25</subfield></datafield><datafield tag="982" ind1=" " ind2=" "><subfield code="2">673</subfield><subfield code="1">00</subfield><subfield code="x">DE-H376</subfield><subfield code="8">00</subfield><subfield code="a">Emerald eBook Collection</subfield></datafield><datafield tag="995" ind1=" " ind2=" "><subfield code="2">34</subfield><subfield code="1">01</subfield><subfield code="x">3551</subfield><subfield code="a">OLR-natlizenz</subfield></datafield><datafield tag="995" ind1=" " ind2=" "><subfield code="2">70</subfield><subfield code="1">01</subfield><subfield code="x">0089</subfield><subfield code="a">OLR-NL-EMERALD</subfield></datafield><datafield tag="995" ind1=" " ind2=" "><subfield code="2">164</subfield><subfield code="1">01</subfield><subfield code="x">0916</subfield><subfield code="a">OLR-EMERALD-BME-2017</subfield></datafield><datafield tag="995" ind1=" " ind2=" "><subfield code="2">185</subfield><subfield code="1">01</subfield><subfield code="x">3519</subfield><subfield code="a">OLR-EBME</subfield></datafield><datafield tag="995" ind1=" " ind2=" "><subfield code="2">285</subfield><subfield code="1">01</subfield><subfield code="x">0517</subfield><subfield code="a">OLR-EPB</subfield></datafield><datafield tag="995" ind1=" " ind2=" "><subfield code="2">370</subfield><subfield code="1">01</subfield><subfield code="x">4370</subfield><subfield code="a">olr-ebook NL</subfield></datafield><datafield tag="995" ind1=" " ind2=" "><subfield code="2">673</subfield><subfield code="1">01</subfield><subfield code="x">4673</subfield><subfield code="a">OLR-EMERALD</subfield></datafield></record></collection>
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