Nonparametric and Semiparametric Methods in Econometrics and Statistics: Proceedings of the Fifth International Symposium in Economic Theory and Econometrics by James Powell, William A. Barnett, George E. Tauchen (Paperback, 1991)

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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.

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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.

Product Identifiers

PublisherCambridge University Press
ISBN-139780521424318
eBay Product ID (ePID)87189668

Product Key Features

Number of Pages508 Pages
Publication NameNonparametric and Semiparametric Methods in Econometrics and Statistics: Proceedings of the Fifth International Symposium in Economic Theory and Econometrics
LanguageEnglish
SubjectEconomics
Publication Year1991
TypeTextbook
AuthorJames Powell, William A. Barnett, George E. Tauchen
SeriesInternational Symposia in Economic Theory and Econometrics
FormatPaperback

Dimensions

Item Height229 mm
Item Weight740 g
Item Width152 mm

Additional Product Features

EditorWilliam A. Barnett, James Powell, George E. Tauchen
Country/Region of ManufactureUnited Kingdom

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