Nonparametric and Semiparametric Methods in Econometrics and Statistics
Proceedings of the Fifth International Symposium in Economic Theory and Econometrics
$63.99 (P)
Part of International Symposia in Economic Theory and Econometrics
- Date Published: June 1991
- availability: Available
- format: Paperback
- isbn: 9780521424318
$
63.99
(P)
Paperback
Other available formats:
Hardback
Looking for an examination copy?
If you are interested in the title for your course we can consider offering an examination copy. To register your interest please contact collegesales@cambridge.org providing details of the course you are teaching.
-
This collection of papers delivered at the fifth international Symposium in Economic Theory and Econometrics in 1988 is devoted to recent advances in the estimation and testing of models that impose relatively weak restrictions on the stochastic behavior of data. Particularly in highly nonlinear 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 strong 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.
Reviews & endorsements
"Nonparametric and Semiparametric Methods in Econometrics and Statistics gives a fairly thorough picture of recent advances in nonparametric and semiparametric analysis. It provides insight on recently solved problems in this area and also points towards some of the yet-unresolved issues." Journal of the American Statistical Association
Customer reviews
Not yet reviewed
Be the first to review
Review was not posted due to profanity
×Product details
- Date Published: June 1991
- format: Paperback
- isbn: 9780521424318
- length: 508 pages
- dimensions: 229 x 152 x 29 mm
- weight: 0.74kg
- availability: Available
Table of Contents
Editors' preface
Part I. Methods and Applications Based on Kernels:
1. Semiparametric last squares estimation of multiple index models: single equation estimation Hidehiko Ichimura and Lung-Fei Lee
2. Nonparametric estimation and the risk premium A. R. Pagan and Y. S. Hong
3. Nonparametric policy analysis: an application to estimating hazardous waste cleanup benefits James H. Stock
4. Equivalence of direct, indirect, and slope estimators of average derivatives Thomas M. Stoker
5. Equivalence of direct, indirect, and slope estimators of average derivatives: a comment T. Scott Thompson
Part II. Methods and Applications Based on Series Expansions:
6. Seminonparametric Bayesian estimation of the asymptotically ideal model: the AIM consumer demand system William A. Barrett, John Geweke, and Piyu Yue
7. Semiparametric estimation of a regression model with sampling selectivity Stephen R. Cosslett
8. On fitting a recalcitrant series: the pound/dollar exchange rate, 1974–84 A. Ronald Gallant, David A. Hsieh and George E. Taucher
Part III. Methods for Independent Observations:
9. A nonparametric method-of-moments estimator for the mixture-of-exponentials model and the mixture-of-geometrics model James J. Heckman
10. Nonparametric estimation of expectations in the analysis of discrete under uncertainty Charles F. Manski
11. A nonparametric maximum rank correlation estimator Rosa L. Matzkin
12. Efficient estimation of Tobit models under conditional symmetry Whitney K. Newey
13. Bracketing methods in statistics and econometrics David Pollard
14. Estimation of monotonic regression models under quantile restrictions James L. Powell
Part IV. Models for Dependent Observations:
15. Computing semiparametric efficiency bounds for linear time series models Lars Peter Hansen and Kenneth J. Singleton
16. Spectral regression for cointegrated time series P. C. B. Phillips
17. Nonparametric function estimation for long memory time series Peter M. Robinson
18. Some results on sieve estimation with dependent observations Halbert White and Jeffrey M. Wooldridge.
Related Books
related journals
also by this author
Sorry, this resource is locked
Please register or sign in to request access. If you are having problems accessing these resources please email lecturers@cambridge.org
Register Sign in» Proceed
You are now leaving the Cambridge University Press website. Your eBook purchase and download will be completed by our partner www.ebooks.com. Please see the permission section of the www.ebooks.com catalogue page for details of the print & copy limits on our eBooks.
Continue ×Are you sure you want to delete your account?
This cannot be undone.
Thank you for your feedback which will help us improve our service.
If you requested a response, we will make sure to get back to you shortly.
×