Nonparametric and Semiparametric Methods in Econometrics and Statistics (Hardcover)

William A. Barnett

ISBN 10: 0521370906 / ISBN 13: 9780521370905

Editore: Cambridge University Press, Cambridge, 1991

Hardcover. This collection of papers delivered at the Fifth International Symposium in Economic Theory and Econometrics in 1988 is devoted to recent advances in 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. 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. This item is printed on demand. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Codice articolo 9780521370905

Riassunto:

Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.

Recensione: "Nonparametric and Semiparametric Methods in Econometrics and Statistics gives a fairly thorough picture of recent advances in nonparametric and semiparametric analysis. It provides insight on recently solved problems in this area and also points towards some of the yet-unresolved issues." Journal of the American Statistical Association

Dati bibliografici

Titolo: Nonparametric and Semiparametric Methods in ...
Casa editrice: Cambridge University Press, Cambridge
Data di pubblicazione: 1991
Legatura: Hardcover
Condizione: new