Semiparametric Estimation of Selectivity Models
Title | Semiparametric Estimation of Selectivity Models PDF eBook |
Author | Markus Frölich |
Publisher | |
Pages | 120 |
Release | 2002 |
Genre | Mathematics |
ISBN |
Nonparametric and Semiparametric Methods in Econometrics and Statistics
Title | Nonparametric and Semiparametric Methods in Econometrics and Statistics PDF eBook |
Author | William A. Barnett |
Publisher | Cambridge University Press |
Pages | 512 |
Release | 1991-06-28 |
Genre | Business & Economics |
ISBN | 9780521424318 |
Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.
Semiparametric Estimation of Censored Selection Models with a Nonparametric Selection Mechanism
Title | Semiparametric Estimation of Censored Selection Models with a Nonparametric Selection Mechanism PDF eBook |
Author | Hyungtaik Ahn |
Publisher | |
Pages | 38 |
Release | 1990 |
Genre | Estimation theory |
ISBN |
Semiparametric Estimation of Binary Choice Models
Title | Semiparametric Estimation of Binary Choice Models PDF eBook |
Author | Kazumitsu Nawata |
Publisher | |
Pages | 26 |
Release | 1989 |
Genre | |
ISBN |
Semiparametric Methods in Econometrics
Title | Semiparametric Methods in Econometrics PDF eBook |
Author | Joel L. Horowitz |
Publisher | Springer Science & Business Media |
Pages | 211 |
Release | 2012-12-06 |
Genre | Mathematics |
ISBN | 1461206219 |
Many econometric models contain unknown functions as well as finite- dimensional parameters. Examples of such unknown functions are the distribution function of an unobserved random variable or a transformation of an observed variable. Econometric methods for estimating population parameters in the presence of unknown functions are called "semiparametric." During the past 15 years, much research has been carried out on semiparametric econometric models that are relevant to empirical economics. This book synthesizes the results that have been achieved for five important classes of models. The book is aimed at graduate students in econometrics and statistics as well as professionals who are not experts in semiparametic methods. The usefulness of the methods will be illustrated with applications that use real data.
Semiparametric estimation and testing in models of adverse selection, with an application to enviromental regulation
Title | Semiparametric estimation and testing in models of adverse selection, with an application to enviromental regulation PDF eBook |
Author | Universidad Carlos III de Madrid |
Publisher | |
Pages | 23 |
Release | 1997 |
Genre | |
ISBN |
A Companion to Theoretical Econometrics
Title | A Companion to Theoretical Econometrics PDF eBook |
Author | Badi H. Baltagi |
Publisher | John Wiley & Sons |
Pages | 736 |
Release | 2008-04-15 |
Genre | Business & Economics |
ISBN | 047099830X |
A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts. Focuses on the foundations of econometrics. Integrates real-world topics encountered by professionals and practitioners. Draws on up-to-date research in areas not covered by standard econometrics texts. Organized to provide clear, accessible information and point to further readings.