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Lecture Notes in Statistics

Semiparametric Methods in Econometrics

Authors: Horowitz, Joel L.

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About this book

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.

Table of contents (5 chapters)

Buy this book

eBook $119.00
price for USA (gross)
  • ISBN 978-1-4612-0621-7
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $159.00
price for USA
  • ISBN 978-0-387-98477-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Semiparametric Methods in Econometrics
Authors
Series Title
Lecture Notes in Statistics
Series Volume
131
Copyright
1998
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4612-0621-7
DOI
10.1007/978-1-4612-0621-7
Softcover ISBN
978-0-387-98477-3
Series ISSN
0930-0325
Edition Number
1
Number of Pages
X, 220
Topics