Sprache: Englisch
Verlag: Cambridge University Press, Cambridge, 1991
ISBN 10: 0521370906 ISBN 13: 9780521370905
Erstausgabe
First edition. viii, 493 pages. Cloth bound in very good condition except for number written on front cover.
Sprache: Englisch
Verlag: Cambridge University Press, 1991
ISBN 10: 0521370906 ISBN 13: 9780521370905
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
EUR 164,68
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In den WarenkorbZustand: New. In.
Sprache: Englisch
Verlag: Cambridge University Press, 1991
ISBN 10: 0521370906 ISBN 13: 9780521370905
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Anzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: 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.
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In den WarenkorbHardcover. Zustand: Brand New. 493 pages. 9.00x6.25x1.00 inches. In Stock.
Sprache: Englisch
Verlag: Cambridge University Press, 1991
ISBN 10: 0521370906 ISBN 13: 9780521370905
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
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.