Nonparametric and Semiparametric Methods in Econometrics and Statistics : Proceedings of the Fifth International Symposium in Economic Theory and Econo

William A. Barnett

ISBN 10: 0521424313 / ISBN 13: 9780521424318

Editore: Cambridge University Press, 1991

Riguardo questo articolo

Druck auf Anfrage Neuware - Printed after ordering - 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 behavior of data. Particularly in highly nonlinear 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 strong 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.

Codice articolo 9780521424318

Dati bibliografici

• Titolo: Nonparametric and Semiparametric Methods in Econometrics and Statistics : Proceedings of the Fifth International Symposium in Economic Theory and Econo
• Editore: Cambridge University Press
• Data di pubblicazione: 1991
• Lingua: Inglese
• ISBN 10: 0521424313
• ISBN 13: 9780521424318
• Rilegatura: Taschenbuch
• Condizione: Neu
• Dimensioni: 229 L x 152 A x 30 P (millimetri) 229 millimetri di larghezza per 152 millimetri di altezza per 30 millimetri di profondità
• Peso: 817 grammi

Descrizione articolo

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