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

W.a. Arnett

ISBN 10: 0521424313 / ISBN 13: 9780521424318

Editore: Cambridge University Press, Cambridge, 1991

Riguardo questo articolo

Paperback. 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 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

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 (Paperback)
• Editore: Cambridge University Press, Cambridge
• Data di pubblicazione: 1991
• Lingua: Inglese
• ISBN 10: 0521424313
• ISBN 13: 9780521424318
• Rilegatura: Paperback
• Condizione: new

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