Nonparametric and Semiparametric Methods in Econometrics and Statistics

Nonparametric and Semiparametric Methods in Econometrics and Statistics

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Edited by William A. Barnett, James Powell, George E. Tauchen
Cambridge University Press, 26/09/1991
EAN 9780521370905, ISBN10: 0521370906

Paperback, 507 pages, 23 x 15.4 x 3 cm

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.

"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