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...

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Bibliographic Details
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
Table of Contents:
  • Single-Index Models
  • Nonparametric Additive Models and Semiparametric Partially Linear Models
  • Binary-Response Models
  • Statistical Inverse Problems
  • Transformation Models.