Semiparametric methods in econometrics
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Semiparametric methods in econometrics

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Published by Springer in New York .
Written in English


  • Econometrics.,
  • Estimation theory.

Book details:

Edition Notes

StatementJoel L. Horowitz.
SeriesLecture notes in statistics -- 131
LC ClassificationsHB139
The Physical Object
Paginationx, 204 p. :
Number of Pages204
ID Numbers
Open LibraryOL22599623M
ISBN 100387984771

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Semiparametric Methods in Econometrics. Authors: Horowitz, Joel L. Free Preview. Buy this book eB29 € 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. This book presents the main ideas underlying a variety of semiparametric methods in a way that will be accessible to graduate students and applied researchers who are familiar with econometrics theory at the level taught in graduate-level courses in leading universities. Nonparametric and Semiparametric Methods in Econometrics and Statistics: Proceedings of the Fifth International Symposium in Economic Theory and Econometrics Volume 5 of International Symposia in Economic Theory and Econometrics, ISSN Editors: William A. Barnett, James Powell, George E. Tauchen: Edition: illustrated: Publisher. Get this from a library! Semiparametric Methods in Econometrics. [Joel Horowitz] -- 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.

The book emphasizes ideas instead of technical details and provides as intuitive an exposition as possible. Empirical examples illustrate the methods that are presented. This book updates and greatly expands the author's previous book on semiparametric methods in econometrics.   The book should provide a new perspective on teaching and research in applied subjects in general and econometrics and statistics in particular. show more. Product details. Format Paperback Joel Horowitz, University of Iowa "A valuable treatment of nonparametric and semiparametric methods in econometrics. This book will be a useful resource. This book systematically and thoroughly covers the vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the last five decades. Nonparametric and semiparametric methods potentially offer considerable reward to applied researchers, owing to the methods' ability to adapt to many unknown.   Semiparametric Methods Chapter 7: Download full text from publisher To our knowledge, this item is not available for download. Ecnoometrics, James J, Until recently, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of.

After a brief introduction, the book examines semiparametric estimation and specification methods and then applies these approaches to a class of nonlinear continuous-time models with real-world data. It also assesses some newly proposed semiparametric estimation procedures for time series data with long-range dependence. In statistics, a semiparametric model is a statistical model that has parametric and nonparametric components.. A statistical model is a parameterized family of distributions: {: ∈} indexed by a parameter.. A parametric model is a model in which the indexing parameter is a vector in -dimensional Euclidean space, for some nonnegative integer. Thus, is finite-dimensional, and ⊆. Horowitz has two goals in his book Semiparametric Methods in Econometrics. First, he wants to provide a central place for those who want to check out the semiparametric literature. Second, he. 'Nonparametric econometric methods have by now become quite common in applied research, yet, as in almost all areas of research, theory precedes practice. The current hands-on approach of the book comes to fill the gap and offer the applied researcher a manual of how to properly use these methods without compromising rigor.