• Home
  • Browser a Book
  • Nonparametric and Semiparametric Methods in Econometrics and Statistics: Proceedings of the Fifth International Symposium in Economic Theory and Econometrics ... in Economic Theory and Econometrics)

Nonparametric and Semiparametric Methods in Econometrics and Statistics: Proceedings of the Fifth International Symposium in Economic Theory and Econometrics ... in Economic Theory and Econometrics)

Authors:William A. Barnett, James Powell, George E. Tauchen
Publisher: Cambridge University Press
Keywords: econometrics, economic, theory, international, symposium, fifth, proceedings, semiparametric, methods, statistics, nonparametric
Number of Pages: 507
Published: 1991-06-28
List price: $53.00
ISBN-10: 0521424313
ISBN-13: 9780521424318

Book Description:

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.


Reviews:

Loading Google Book Reviews...

Spread the word



Copyrights 2008,2009 ccebook - we introduce valuable English books. All rights reserved.
www.ccebook.net.Send emails to admin#ccebook.net for any concerns.