Semiparametric and Nonparametric Methods in Econometrics

AvJoel L. Horowitz

Inbunden, Engelska, 2009

Del i serien Springer Series in Statistics

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Beskrivning

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.

Produktinformation

Utgivningsdatum:2009-08-07
Mått:155 x 235 x 23 mm
Vikt:574 g
Format:Inbunden
Språk:Engelska
Serie:Springer Series in Statistics
Antal sidor:276
Förlag:Springer-Verlag New York Inc.
ISBN:9780387928692

Utforska kategorier

Mikroekonomi inom Ekonomi och Ledarskap

Recensioner i media

From the reviews: "This book presents the main ideas underlying a variety of non parametric and semiparametric estimation methods in a most intuitive way. ... appropriate for students in economic and social sciences with a solid background knowledge of statistics and/or econometrics. ... It is certainly also accessible to applied researchers ... . I can definitely also recommend it for lectures in master courses ... . it is probably the most felicitous I have read." (Stefan Sperlich, Journal of the American Statistical Association, Vol. 106 (493), March, 2011) "This book is intended to introduce graduate students and researchers to nonparametric and semiparametric methods and their applications to econometrics. ... all results are stated with the appropriate conditions and the role of the conditions is explained. The book is a nice survey of useful results for an applied researcher."--- (Lajos Horvath, Mathematical Reviews, Issue 2010 j)

Innehållsförteckning

Single-Index Models.- Nonparametric Additive Models and Semiparametric Partially Linear Models.- Binary-Response Models.- Statistical Inverse Problems.- Transformation Models.

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