Nonparametric and Semiparametric Methods in Econometrics and Statistics: Proceedings of the Fifth International Symposium in Economic Theory and Econometrics
Language: English
Published by Cambridge University Press, 1991
- Softcover
- Used
Seller: World of Books Inc, Montgomery, IL, U.S.A.World of Books Inc
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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.
Seller Inventory # CIN0521424313G
- Title
- Nonparametric and Semiparametric Methods in Econometrics and Statistics: Proceedings of the Fifth International Symposium in Economic Theory and Econometrics
- Author
- William A Barnett
- Publisher
- Cambridge University Press
- Publication year
- 1991
- Condition
- Good
- Binding
- Paperback
- Language
- English
- ISBN 10
- 0521424313
- ISBN 13
- 9780521424318
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