Semiparametric Methods in Econometrics

Joel L. Horowitz

ISBN 10: 0387984771 / ISBN 13: 9780387984773

Published by Springer New York, Springer US Apr 1998, 1998

About this Item

This item is printed on demand - Print on Demand Titel. Neuware -Many econometric models contain unknown functions as well as finite- dimensional parameters. Examples of such unknown functions are the distribution function of an unobserved random variable or a transformation of an observed variable. Econometric methods for estimating population parameters in the presence of unknown functions are called 'semiparametric.' During the past 15 years, much research has been carried out on semiparametric econometric models that are relevant to empirical economics. This book synthesizes the results that have been achieved for five important classes of models. The book is aimed at graduate students in econometrics and statistics as well as professionals who are not experts in semiparametic methods. The usefulness of the methods will be illustrated with applications that use real data.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 220 pp. Englisch.

Seller Inventory # 9780387984773

Bibliographic Details

• Title: Semiparametric Methods in Econometrics
• Publisher: Springer New York, Springer US Apr 1998
• Publication Date: 1998
• Language: English
• ISBN 10: 0387984771
• ISBN 13: 9780387984773
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 235W x 155H x 13D millimeters 235 millimeters width by 155 millimeters height by 13 millimeters depth
• Weight: 341 grams

About this title

Synopsis

Many econometric models contain unknown functions as well as finite- dimensional parameters. Examples of such unknown functions are the distribution function of an unobserved random variable or a transformation of an observed variable. Econometric methods for estimating population parameters in the presence of unknown functions are called "semiparametric." During the past 15 years, much research has been carried out on semiparametric econometric models that are relevant to empirical economics. This book synthesizes the results that have been achieved for five important classes of models. The book is aimed at graduate students in econometrics and statistics as well as professionals who are not experts in semiparametic methods. The usefulness of the methods will be illustrated with applications that use real data.