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Item Details
| Title:
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NONPARAMETRIC AND SEMIPARAMETRIC METHODS IN ECONOMETRICS AND STATISTICS
PROCEEDINGS OF THE FIFTH INTERNATIONAL SYMPOSIUM IN ECONOMIC THEORY AND ECONOMETRICS |
| Volume: |
5th |
| By: |
William A. Barnett (Editor), James Powell (Editor), George E. Tauchen (Editor) |
| Format: |
Hardback |
| List price:
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£125.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0521370906 |
| ISBN 13: |
9780521370905 |
| Publisher: |
CAMBRIDGE UNIVERSITY PRESS |
| Pub. date: |
26 July, 1991 |
| Series: |
International Symposia in Economic Theory and Econometrics v. 5 |
| Pages: |
508 |
| Description: |
Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data. |
| Synopsis: |
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. |
| Illustrations: |
1 half-tone |
| Publication: |
UK |
| Imprint: |
Cambridge University Press |
| Returns: |
Returnable |
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