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Nonparametric and Semiparametric Methods in Econometrics and Statistics: Proceedings of the Fifth International Symposium in Economic Theory and Econometrics ... in Economic Theory and Econometrics)
William A. Barnett
James Powell
George E. Tauchen
Hardcover. Cambridge University Press 1991-07.
ISBN 9780521370905
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Publisher 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 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. This collection of papers is devoted to recent advances in the estimation
and testing of models that impose relatively weak restrictions on the
stochastic behaviour of data. Methods and applications are investigated and
developed in these essays by econometricians.
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Nonparametric and Semiparametric Methods in Econometrics and Statistics: Proceedings of the Fifth International Symposium in Economic Theory and Econometrics ... in Economic Theory and Econometrics)
Book reviews » Nonparametric and Semiparametric Methods in Econometrics and Statistics: Proceedings of the Fifth International Symposium in Economic Theory and Econometrics ... in Economic Theory and Econometrics)
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