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Semiparametric Methods in Econometrics
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Semiparametric Methods in Econometrics Paperback - 1998

by Joel L. Horowitz


From the publisher

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.

Details

  • Title Semiparametric Methods in Econometrics
  • Author Joel L. Horowitz
  • Binding Paperback
  • Edition N/A
  • Pages 220
  • Volumes 1
  • Language ENG
  • Publisher Springer, New York, NY
  • Date 1998-04-30
  • Illustrated Yes
  • ISBN 9780387984773 / 0387984771
  • Weight 0.7 lbs (0.32 kg)
  • Dimensions 9.22 x 6.16 x 0.53 in (23.42 x 15.65 x 1.35 cm)
  • Library of Congress subjects Econometrics, Estimation theory
  • Library of Congress Catalog Number 98011300
  • Dewey Decimal Code 330.015
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Semiparametric Methods in Econometrics (Lecture Notes in Statistics)
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Semiparametric Methods in Econometrics (Lecture Notes in Statistics)

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Semiparametric Methods in Econometrics (Lecture Notes in Statistics, 131)
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SEMIPARAMETRIC METHODS IN ECONOMETRICS
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SEMIPARAMETRIC METHODS IN ECONOMETRICS

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SEMIPARAMETRIC METHODS IN ECONOMETRICS
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Semiparametric Methods in Econometrics (Lecture Notes in Statistics, 131)
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