ISBN: 9780521370905 - nonparametric and semiparametric methods in econometrics and statistics: proceedings of the fifth international symposium in economic theory and econo ... symposia in economic theory and econometrics) (9 Ergebnisse)

First edition. viii, 493 pages. Cloth bound in very good condition except for number written on front cover.

Zustand: New.

Zustand: New. Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data. Editor(s): Barnett, William A.; Powell, James; Tauchen, George E. Series Editor(s): Barnett, William A. Series: International Symposia in Economic Theory and Econometrics. Num Pages: 508 pages, 1 half-tone. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 29. Weight in Grams: 804. . 1991. hardcover. . . . .…

Zustand: New.

Zustand: New. In English.

Zustand: New. Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data. Editor(s): Barnett, William A.; Powell, James; Tauchen, George E. Series Editor(s): Barnett, William A. Series: International Symposia in Economic Theory and Econometrics. Num Pages: 508 pages, 1 half-tone. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 29. Weight in Grams: 804. . 1991. hardcover. . . . . Books ship from the US and Ireland.…

Hardcover. Zustand: Brand New. 493 pages. 9.00x6.25x1.00 inches. In Stock.

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.…

Zustand: As New. Unread book in perfect condition.