Semiparametric Methods in Econometrics: 131 (Lecture Notes in Statistics, 131) - Tapa blanda

Horowitz, Joel L.

 
9780387984773: Semiparametric Methods in Econometrics: 131 (Lecture Notes in Statistics, 131)
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ISBN 10: 0387984771 ISBN 13: 9780387984773
Editorial: Springer, 2013

Sinopsis

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.

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Reseña del editor

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
2013
Idioma
Inglés
ISBN 10 
0387984771
ISBN 13 
9780387984773
Encuadernación
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Número de páginas
220
Contacto del fabricante
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Alemania

Otras ediciones populares con el mismo título

9781461206224: Semiparametric Methods in Econometrics

Edición Destacada

ISBN 10:  1461206227 ISBN 13:  9781461206224
Editorial: Springer, 2011
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