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Nonparametric and Semiparametric Methods in Econometrics and Statistics

Proceedings of the Fifth International Symposium in Economic Theory and Econometrics

James Powell editor William A Barnett editor George E Tauchen editor

Format:Paperback

Publisher:Cambridge University Press

Published:28th Jun '91

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Nonparametric and Semiparametric Methods in Econometrics and Statistics cover

Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.

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.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.

"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

ISBN: 9780521424318

Dimensions: 229mm x 152mm x 29mm

Weight: 740g

508 pages