Nonparametric and Semiparametric Methods in Econometrics and Statistics

Name: Nonparametric and Semiparametric Methods in Econometrics and Statistics
Brand: Cambridge University Press
SKU: 9780521424318
Price: 66.64 EUR
Availability: InStock

Proceedings of the Fifth International Symposium in Economic Theory and Econometrics

Автор: William A. BarnettJames PowellGeorge E. Tauchen

Език:

Корици: С меки корици

Издател: Cambridge University Press

Наличност: Външен склад

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This collection of papers delivered at the Fifth International Symposium in Economic Theory and Econ...

Информация за книгата

Автор

William A. BarnettJames PowellGeorge E. Tauchen

Език

Английски език

Корици

Книга - С меки корици

Издадена

1991

страници

508

EAN

9780521424318

ISBN

0521424313

Enbook ID

02030417

Издател

Cambridge University Press

Теглоt

Размери

152 x 229 x 29

Пълно описание

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.

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Nonparametric and Semiparametric Methods in Econometrics and Statistics

Proceedings of the Fifth International Symposium in Economic Theory and Econometrics

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Пълно описание

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