Semiparametric Methods in Econometrics:
Saved in:
Bibliographic Details
Main Author: Horowitz, Joel L. (Author)
Format: Electronic eBook
Language:English
Published: New York, NY Springer New York 1998
Series:Lecture Notes in Statistics 131
Subjects:
Online Access:Volltext
Item Description:Many econometric models contain unknown functions as well as finite- dimensional parameters. Examples of such unknown functions are the distribution function of an unobserved random variable or a transformation of an observed variable. Econometric methods for estimating population parameters in the presence of unknown functions are called "semiparametric." During the past 15 years, much research has been carried out on semiparametric econometric models that are relevant to empirical economics. This book synthesizes the results that have been achieved for five important classes of models. The book is aimed at graduate students in econometrics and statistics as well as professionals who are not experts in semiparametic methods. The usefulness of the methods will be illustrated with applications that use real data
Physical Description:1 Online-Ressource (X, 220p)
ISBN:9781461206217
9780387984773
ISSN:0930-0325
DOI:10.1007/978-1-4612-0621-7

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection! Get full text