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Item Details
Title: NONPARAMETRIC AND SEMIPARAMETRIC METHODS IN ECONOMETRICS AND STATISTICS
PROCEEDINGS OF THE FIFTH INTERNATIONAL SYMPOSIUM IN ECONOMIC THEORY AND ECONOMETRICS
Volume: 5th
By: William A. Barnett (Editor), James Powell (Editor), George E. Tauchen (Editor)
Format: Hardback

List price: £125.00
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ISBN 10: 0521370906
ISBN 13: 9780521370905
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Publisher: CAMBRIDGE UNIVERSITY PRESS
Pub. date: 26 July, 1991
Series: International Symposia in Economic Theory and Econometrics v. 5
Pages: 508
Description: Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.
Synopsis: 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.
Illustrations: 1 half-tone
Publication: UK
Imprint: Cambridge University Press
Returns: Returnable
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