Nonparametric and Semiparametric Methods in Econometrics and Statistics : Proceedings of the Fifth International Symposium in Economic Theory and Econometrics Paperback / softback
Edited by William A. Barnett, James Powell, George E. Tauchen
Part of the International Symposia in Economic Theory and Econometrics series
Paperback / softback
Description
This collection of papers delivered at the Fifth International Symposium in Economic Theory and Econometrics in 1988 is devoted to the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.
Particularly in highly non-linear models, empirical results are very sensitive to the choice of the parametric form of the distribution of the observable variables, and often nonparametric and semiparametric models are a preferable alternative.
Methods and applications that do not require string parametric assumptions for their validity, that are based on kernels and on series expansions, and methods for independent and dependent observations are investigated and developed in these essays by renowned econometricians.
Information
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Out of stock
- Format:Paperback / softback
- Pages:508 pages, Worked examples or Exercises
- Publisher:Cambridge University Press
- Publication Date:28/06/1991
- Category:
- ISBN:9780521424318
Information
-
Out of stock
- Format:Paperback / softback
- Pages:508 pages, Worked examples or Exercises
- Publisher:Cambridge University Press
- Publication Date:28/06/1991
- Category:
- ISBN:9780521424318
