Book Review: A Review of Non-Parametric Econometrics

摘要

There is clearly a market, which OUP have identified, for textbooks providing a non-technical introduction to some of the most widely used advanced econometric techniques. In those terms, the current book succeeds. Upon reading, an informed practitioner or student of Econometrics will be in a position to both initially estimate and then to begin to interpret the results of the covered non-parametric techniques. The book clearly serves as a successful introduction to an important literature, with ample key references for readers to pursue. The addition, however, of code to implement these techniques in R means also that these techniques can be immediately applied.