Книга Semiparametric and Nonparametric Methods in Econometrics Joel L. Horowitz

Semiparametric and Nonparametric Methods in Econometrics

Автор: Joel L. Horowitz
Език: Английски език
Корици: С твърди корици
Наличност: Външен склад
Изпращаме след 10-18 дни
241.91 473.14 лв
Standard methods for estimating empirical models in economics and many other fields rely on strong a...

Информация за книгата

Автор
Език
Английски език
Корици
Книга - С твърди корици
Издадена
2009
страници
276
EAN
9780387928692
ISBN
0387928693
Enbook ID
01383918
Теглоt
574
Размери
166 x 243 x 23

Пълно описание

Standard methods for estimating empirical models in economics and many other fields rely on strong assumptions about functional forms and the distributions of unobserved random variables. Often, it is assumed that functions of interest are linear or that unobserved random variables are normally distributed. Such assumptions simplify estimation and statistical inference but are rarely justified by economic theory or other a priori considerations. Inference based on convenient but incorrect assumptions about functional forms and distributions can be highly misleading. Nonparametric and semiparametric statistical methods provide a way to reduce the strength of the assumptions required for estimation and inference, thereby reducing the opportunities for obtaining misleading results. These methods are applicable to a wide variety of estimation problems in empirical economics and other fields, and they are being used in applied research with increasing frequency.§The literature on nonparametric and semiparametric estimation is large and highly technical. This book presents the main ideas underlying a variety of nonparametric and semiparametric methods. It is accessible to graduate students and applied researchers who are familiar with econometric and statistical theory at the level taught in graduate-level courses in leading universities. The book emphasizes ideas instead of technical details and provides as intuitive an exposition as possible. Empirical examples illustrate the methods that are presented.§This book updates and greatly expands the author s previous book on semiparametric methods in econometrics. Nearly half of the material is new.

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