Ebook Semiparametric and Nonparametric Econometrics

[Free PDF.auS6] Semiparametric and Nonparametric Econometrics

[Free PDF.auS6] Semiparametric and Nonparametric Econometrics

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Book Details :
Published on: 1989-01
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Original language: English

Over the last three decades much research in empirical and theoretical economics has been carried on under various assumptions. For example a parametric functional form of the regression model, the heteroskedasticity, and the autocorrelation is always as­ sumed, usually linear. Also, the errors are assumed to follow certain parametric distri­ butions, often normal. A disadvantage of parametric econometrics based on these assumptions is that it may not be robust to the slight data inconsistency with the particular parametric specification. Indeed any misspecification in the functional form may lead to erroneous conclusions. In view of these problems, recently there has been significant interest in 'the semiparametric/nonparametric approaches to econometrics. The semiparametric approach considers econometric models where one component has a parametric and the other, which is unknown, a nonparametric specification (Manski 1984 and Horowitz and Neumann 1987, among others). The purely non­ parametric approach, on the other hand, does not specify any component of the model a priori. The main ingredient of this approach is the data based estimation of the unknown joint density due to Rosenblatt (1956). Since then, especially in the last decade, a vast amount of literature has appeared on nonparametric estimation in statistics journals. However, this literature is mostly highly technical and this may partly be the reason why very little is known about it in econometrics, although see Bierens (1987) and Ullah (1988). econometrics - SSCC ECONOMETRICS Bruce E. Hansen c 2000 20161 University of Wisconsin Department of Economics This Revision: January 14 2016 Comments Welcome 1This manuscript may be ... Nonlinear regression - Wikipedia In statistics nonlinear regression is a form of regression analysis in which observational data are modeled by a function which is a nonlinear combination of the ... Econometrics Books This webpage provides recommendations for econometrics books. Options for undergraduate econometrics graduate econometrics and other fields are provided. The other ... Journal of Econometrics - ScienceDirect.com The online version of Journal of Econometrics at ScienceDirect.com the world's leading platform for high quality peer-reviewed full-text journals. Covariate - Wikipedia In statistics a covariate is a variable that is possibly predictive of the outcome under study. A covariate may be of direct interest or it may be a confounding or ...
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