Semiparametric and Nonparametric Methods in Econometrics
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...
| Main Author: | Horowitz, Joel L. (Author) |
|---|---|
| Corporate Author: | SpringerLink (Online service) |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
New York, NY :
Springer US,
2009.
|
| Series: | Springer Series in Statistics,
|
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
Similar Items
-
The Art of Semiparametrics
Published: (2006) -
Semiparametric Modeling of Implied Volatility
by: Fengler, Matthias R.
Published: (2005) -
Semiparametric Modeling of Implied Volatility
by: Fengler, Matthias R.
Published: (2005) -
The Art of Semiparametrics
by: Sperlich, Stefan
Published: (2006) -
Micro-Econometrics Methods of Moments and Limited Dependent Variables /
by: Lee, Myoung-jae
Published: (2010)