This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. These data-driven models seek to replace the "classical" parametric models of the past, which were rigid and often linear. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures. They provide a balanced view of new developments in the analysis and modeling of applied sciences with cross-section, time series, panel, and spatial data sets.

The major topics of the volume include: the methodology of semiparametric models and special regressor methods; inverse, ill-posed, and well-posed problems; different methodologies related to additive models; sieve regression estimators, nonparametric and semiparametric regression models, and the true error of competing approximate models; support vector machines and their modeling of default probability; series estimation of stochastic processes and some of their applications in Econometrics; identification, estimation, and specification problems in a class of semilinear time series models; nonparametric and semiparametric techniques applied to nonstationary or near nonstationary variables; the estimation of a set of regression equations; and a new approach to the analysis of nonparametric models with exogenous treatment assignment.

Jeffrey Racine's profile page

Liangjun Su's profile page

Dr. Ullah obtained his PhD (with distinction) in Chemical Sciences and Technologies from University of Genoa, Italy by working together at Southern Methodist University, Dallas, TX, USA. He has worked in different institutes including Politecnico di Torino Sede di Alessandria (Italy) International Centre for Chemical and Biological Science (ICCBS, Karachi) before moving to University of Alberta. Current research in his lab is mainly focused on the synthesis of bioproducts/biomaterials from renewable lipids and protein resources for various industrial applications. Dr. Ullah has over 70 publications in peer-reviewed journals, book chapters and conference proceedings and 5 patents/applications (2 patents granted). He received 15 awards in his career, including Canadian Rising Star awarded by Grand Challenges Canada, ALES research and Innovation Award and ASTech Awards Finalists for the 30th ASTech Innovation Awards.

Aman Ullah's profile page