Semiparametric and Nonparametric Methods in Econometrics

• Κύριος συγγραφέας: Horowitz, Joel L. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer US, 2009.
• Σειρά: Springer Series in Statistics,
• Θέματα: Statistics.; Statistics for Business/Economics/Mathematical Finance/Insurance.

Standard methods for estimating empirical models in economics and many other fields rely on strong assumptions about functional forms and the distributions of unobserved random variables. Often, it is assumed that functions of interest are linear or that unobserved random variables are normally dist...