Nonparametric and Semiparametric Methods in Econometrics and Statistics Hardback: Proceedings of the Fifth International Symposium in Economic Theory ... Theory and Econometrics, Series Number 5) - Hardcover
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Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.
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"Nonparametric and Semiparametric Methods in Econometrics and Statistics gives a fairly thorough picture of recent advances in nonparametric and semiparametric analysis. It provides insight on recently solved problems in this area and also points towards some of the yet-unresolved issues." Journal of the American Statistical Association
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NONPARAMETRIC AND SEMIPARAMETRIC METHODS IN ECONOMETRICS AND STATISTICS: Proceedings of the Fifth International Symposium in Economic Theory and Econometrics
Verlag:
Cambridge University Press, Cambridge, 1991
ISBN 10: 0521370906
ISBN 13: 9780521370905
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Hardcover
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Anbieter: By The Way Books, Richmond, TX, USA
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First edition. viii, 493 pages. Cloth bound in very good condition except for number written on front cover. Artikel-Nr. 29680
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Nonparametric and Semiparametric Methods in Econometrics and Statistics: Proceedings of the Fifth International Symposium in Economic Theory and Econometrics
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
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Hardcover. Zustand: Brand New. 493 pages. 9.00x6.25x1.00 inches. In Stock. Artikel-Nr. x-0521370906
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Nonparametric and Semiparametric Methods in Econometrics and Statistics : Proceedings of the Fifth International Symposium in Economic Theory and Econo
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Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Artikel-Nr. 9780521370905
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