๐”– Scriptorium
โœฆ   LIBER   โœฆ
๐Ÿ“

Semiparametric Methods in Econometrics

โœ Scribed by Joel L. Horowitz (auth.)

Publisher
Springer-Verlag New York
Year
1998
Tongue
English
Leaves
210
Series
Lecture Notes in Statistics 131
Edition
1
Category
Library
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โœฆ Synopsis

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.

โœฆ Table of Contents

Front Matter....Pages i-x
Introduction....Pages 1-3
Single-Index Models....Pages 5-53
Binary Response Models....Pages 55-102
Deconvolution Problems....Pages 103-139
Transformation Models....Pages 141-178
Back Matter....Pages 179-206

โœฆ Subjects

Mathematics, general; Statistics for Business/Economics/Mathematical Finance/Insurance

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