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Nonparametric and Semiparametric Methods in Econometrics and Statistics: Proceedings of the Fifth International Symposium in Economic Theory and ... Theory and Econometrics, Series Number 5) - Softcover
Synopsis
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.
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Book Description
Because empirical results are so sensitive to the choice of the parametric form of the distribution of the observable variable, this collection is devoted to recent advances in the estimation and testing of models that impose relatively weak restrictions.
Review
"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
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- PublisherCambridge University Press
- Publication date1991
- ISBN 10 0521424313
- ISBN 13 9780521424318
- BindingPaperback
- LanguageEnglish
- Number of pages508
- EditorBarnett William A., Powell James, Tauchen George E.
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