Semiparametric and Nonparametric Econometrics:
Over the last three decades much research in empirical and theoretical economics has been carried on under various assumptions. For example a parametric functional form of the regression model, the heteroskedasticity, and the autocorrelation is always as sumed, usually linear. Also, the errors are...
Gespeichert in:
| Weitere Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Heidelberg
Physica-Verlag HD
1989
|
| Ausgabe: | 1st ed. 1989 |
| Schriftenreihe: | Studies in Empirical Economics
|
| Schlagworte: | |
| Online-Zugang: | BTU01 Volltext |
| Zusammenfassung: | Over the last three decades much research in empirical and theoretical economics has been carried on under various assumptions. For example a parametric functional form of the regression model, the heteroskedasticity, and the autocorrelation is always as sumed, usually linear. Also, the errors are assumed to follow certain parametric distri butions, often normal. A disadvantage of parametric econometrics based on these assumptions is that it may not be robust to the slight data inconsistency with the particular parametric specification. Indeed any misspecification in the functional form may lead to erroneous conclusions. In view of these problems, recently there has been significant interest in 'the semiparametric/nonparametric approaches to econometrics. The semiparametric approach considers econometric models where one component has a parametric and the other, which is unknown, a nonparametric specification (Manski 1984 and Horowitz and Neumann 1987, among others). The purely non parametric approach, on the other hand, does not specify any component of the model a priori. The main ingredient of this approach is the data based estimation of the unknown joint density due to Rosenblatt (1956). Since then, especially in the last decade, a vast amount of literature has appeared on nonparametric estimation in statistics journals. However, this literature is mostly highly technical and this may partly be the reason why very little is known about it in econometrics, although see Bierens (1987) and Ullah (1988) |
| Beschreibung: | 1 Online-Ressource (VII, 172 p. 7 illus) |
| ISBN: | 9783642518485 |
| DOI: | 10.1007/978-3-642-51848-5 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV046874071 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 200828s1989 |||| o||u| ||||||eng d | ||
| 020 | |a 9783642518485 |9 978-3-642-51848-5 | ||
| 024 | 7 | |a 10.1007/978-3-642-51848-5 |2 doi | |
| 035 | |a (ZDB-2-SBE)978-3-642-51848-5 | ||
| 035 | |a (OCoLC)864034936 | ||
| 035 | |a (DE-599)BVBBV046874071 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-634 | ||
| 082 | 0 | |a 330.1 |2 23 | |
| 084 | |a QH 233 |0 (DE-625)141548: |2 rvk | ||
| 084 | |a QH 300 |0 (DE-625)141566: |2 rvk | ||
| 084 | |a SK 980 |0 (DE-625)143277: |2 rvk | ||
| 245 | 1 | 0 | |a Semiparametric and Nonparametric Econometrics |c edited by Aman Ullah |
| 250 | |a 1st ed. 1989 | ||
| 264 | 1 | |a Heidelberg |b Physica-Verlag HD |c 1989 | |
| 300 | |a 1 Online-Ressource (VII, 172 p. 7 illus) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Studies in Empirical Economics | |
| 520 | |a Over the last three decades much research in empirical and theoretical economics has been carried on under various assumptions. For example a parametric functional form of the regression model, the heteroskedasticity, and the autocorrelation is always as sumed, usually linear. Also, the errors are assumed to follow certain parametric distri butions, often normal. A disadvantage of parametric econometrics based on these assumptions is that it may not be robust to the slight data inconsistency with the particular parametric specification. Indeed any misspecification in the functional form may lead to erroneous conclusions. In view of these problems, recently there has been significant interest in 'the semiparametric/nonparametric approaches to econometrics. The semiparametric approach considers econometric models where one component has a parametric and the other, which is unknown, a nonparametric specification (Manski 1984 and Horowitz and Neumann 1987, among others). The purely non parametric approach, on the other hand, does not specify any component of the model a priori. The main ingredient of this approach is the data based estimation of the unknown joint density due to Rosenblatt (1956). Since then, especially in the last decade, a vast amount of literature has appeared on nonparametric estimation in statistics journals. However, this literature is mostly highly technical and this may partly be the reason why very little is known about it in econometrics, although see Bierens (1987) and Ullah (1988) | ||
| 650 | 4 | |a Economic Theory/Quantitative Economics/Mathematical Methods | |
| 650 | 4 | |a Economic theory | |
| 650 | 0 | 7 | |a Parameterschätzung |0 (DE-588)4044614-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Ökonometrie |0 (DE-588)4132280-0 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4143413-4 |a Aufsatzsammlung |2 gnd-content | |
| 689 | 0 | 0 | |a Parameterschätzung |0 (DE-588)4044614-1 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Ökonometrie |0 (DE-588)4132280-0 |D s |
| 689 | 1 | |5 DE-604 | |
| 700 | 1 | |a Ullah, Aman |4 edt | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9783642518508 |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9783790804188 |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9783642518492 |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-3-642-51848-5 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-2-SBE |a ZDB-2-BAE | ||
| 940 | 1 | |q ZDB-2-SBE_Archiv | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-032284203 | ||
| 966 | e | |u https://doi.org/10.1007/978-3-642-51848-5 |l BTU01 |p ZDB-2-SBE |q ZDB-2-SBE_Archiv |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804181724999974912 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author2 | Ullah, Aman |
| author2_role | edt |
| author2_variant | a u au |
| author_facet | Ullah, Aman |
| building | Verbundindex |
| bvnumber | BV046874071 |
| classification_rvk | QH 233 QH 300 SK 980 |
| collection | ZDB-2-SBE ZDB-2-BAE |
| ctrlnum | (ZDB-2-SBE)978-3-642-51848-5 (OCoLC)864034936 (DE-599)BVBBV046874071 |
| dewey-full | 330.1 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330.1 |
| dewey-search | 330.1 |
| dewey-sort | 3330.1 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1007/978-3-642-51848-5 |
| edition | 1st ed. 1989 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03571nmm a2200553zc 4500</leader><controlfield tag="001">BV046874071</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">200828s1989 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783642518485</subfield><subfield code="9">978-3-642-51848-5</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-3-642-51848-5</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-2-SBE)978-3-642-51848-5</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)864034936</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV046874071</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-634</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330.1</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 233</subfield><subfield code="0">(DE-625)141548:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 300</subfield><subfield code="0">(DE-625)141566:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Semiparametric and Nonparametric Econometrics</subfield><subfield code="c">edited by Aman Ullah</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1st ed. 1989</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Heidelberg</subfield><subfield code="b">Physica-Verlag HD</subfield><subfield code="c">1989</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (VII, 172 p. 7 illus)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Studies in Empirical Economics</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">Over the last three decades much research in empirical and theoretical economics has been carried on under various assumptions. For example a parametric functional form of the regression model, the heteroskedasticity, and the autocorrelation is always as sumed, usually linear. Also, the errors are assumed to follow certain parametric distri butions, often normal. A disadvantage of parametric econometrics based on these assumptions is that it may not be robust to the slight data inconsistency with the particular parametric specification. Indeed any misspecification in the functional form may lead to erroneous conclusions. In view of these problems, recently there has been significant interest in 'the semiparametric/nonparametric approaches to econometrics. The semiparametric approach considers econometric models where one component has a parametric and the other, which is unknown, a nonparametric specification (Manski 1984 and Horowitz and Neumann 1987, among others). The purely non parametric approach, on the other hand, does not specify any component of the model a priori. The main ingredient of this approach is the data based estimation of the unknown joint density due to Rosenblatt (1956). Since then, especially in the last decade, a vast amount of literature has appeared on nonparametric estimation in statistics journals. However, this literature is mostly highly technical and this may partly be the reason why very little is known about it in econometrics, although see Bierens (1987) and Ullah (1988)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economic Theory/Quantitative Economics/Mathematical Methods</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economic theory</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Parameterschätzung</subfield><subfield code="0">(DE-588)4044614-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Ökonometrie</subfield><subfield code="0">(DE-588)4132280-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4143413-4</subfield><subfield code="a">Aufsatzsammlung</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Parameterschätzung</subfield><subfield code="0">(DE-588)4044614-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Ökonometrie</subfield><subfield code="0">(DE-588)4132280-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Ullah, Aman</subfield><subfield code="4">edt</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9783642518508</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9783790804188</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9783642518492</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/978-3-642-51848-5</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-SBE</subfield><subfield code="a">ZDB-2-BAE</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">ZDB-2-SBE_Archiv</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-032284203</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-642-51848-5</subfield><subfield code="l">BTU01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="q">ZDB-2-SBE_Archiv</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| genre | (DE-588)4143413-4 Aufsatzsammlung gnd-content |
| genre_facet | Aufsatzsammlung |
| id | DE-604.BV046874071 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T15:15:40Z |
| indexdate | 2024-07-10T08:56:13Z |
| institution | BVB |
| isbn | 9783642518485 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032284203 |
| oclc_num | 864034936 |
| open_access_boolean | |
| owner | DE-634 |
| owner_facet | DE-634 |
| physical | 1 Online-Ressource (VII, 172 p. 7 illus) |
| psigel | ZDB-2-SBE ZDB-2-BAE ZDB-2-SBE_Archiv ZDB-2-SBE ZDB-2-SBE_Archiv |
| publishDate | 1989 |
| publishDateSearch | 1989 |
| publishDateSort | 1989 |
| publisher | Physica-Verlag HD |
| record_format | marc |
| series2 | Studies in Empirical Economics |
| spelling | Semiparametric and Nonparametric Econometrics edited by Aman Ullah 1st ed. 1989 Heidelberg Physica-Verlag HD 1989 1 Online-Ressource (VII, 172 p. 7 illus) txt rdacontent c rdamedia cr rdacarrier Studies in Empirical Economics Over the last three decades much research in empirical and theoretical economics has been carried on under various assumptions. For example a parametric functional form of the regression model, the heteroskedasticity, and the autocorrelation is always as sumed, usually linear. Also, the errors are assumed to follow certain parametric distri butions, often normal. A disadvantage of parametric econometrics based on these assumptions is that it may not be robust to the slight data inconsistency with the particular parametric specification. Indeed any misspecification in the functional form may lead to erroneous conclusions. In view of these problems, recently there has been significant interest in 'the semiparametric/nonparametric approaches to econometrics. The semiparametric approach considers econometric models where one component has a parametric and the other, which is unknown, a nonparametric specification (Manski 1984 and Horowitz and Neumann 1987, among others). The purely non parametric approach, on the other hand, does not specify any component of the model a priori. The main ingredient of this approach is the data based estimation of the unknown joint density due to Rosenblatt (1956). Since then, especially in the last decade, a vast amount of literature has appeared on nonparametric estimation in statistics journals. However, this literature is mostly highly technical and this may partly be the reason why very little is known about it in econometrics, although see Bierens (1987) and Ullah (1988) Economic Theory/Quantitative Economics/Mathematical Methods Economic theory Parameterschätzung (DE-588)4044614-1 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Parameterschätzung (DE-588)4044614-1 s DE-604 Ökonometrie (DE-588)4132280-0 s Ullah, Aman edt Erscheint auch als Druck-Ausgabe 9783642518508 Erscheint auch als Druck-Ausgabe 9783790804188 Erscheint auch als Druck-Ausgabe 9783642518492 https://doi.org/10.1007/978-3-642-51848-5 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Semiparametric and Nonparametric Econometrics Economic Theory/Quantitative Economics/Mathematical Methods Economic theory Parameterschätzung (DE-588)4044614-1 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4044614-1 (DE-588)4132280-0 (DE-588)4143413-4 |
| title | Semiparametric and Nonparametric Econometrics |
| title_auth | Semiparametric and Nonparametric Econometrics |
| title_exact_search | Semiparametric and Nonparametric Econometrics |
| title_exact_search_txtP | Semiparametric and Nonparametric Econometrics |
| title_full | Semiparametric and Nonparametric Econometrics edited by Aman Ullah |
| title_fullStr | Semiparametric and Nonparametric Econometrics edited by Aman Ullah |
| title_full_unstemmed | Semiparametric and Nonparametric Econometrics edited by Aman Ullah |
| title_short | Semiparametric and Nonparametric Econometrics |
| title_sort | semiparametric and nonparametric econometrics |
| topic | Economic Theory/Quantitative Economics/Mathematical Methods Economic theory Parameterschätzung (DE-588)4044614-1 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Economic Theory/Quantitative Economics/Mathematical Methods Economic theory Parameterschätzung Ökonometrie Aufsatzsammlung |
| url | https://doi.org/10.1007/978-3-642-51848-5 |
| work_keys_str_mv | AT ullahaman semiparametricandnonparametriceconometrics |