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Semiparametric Methods in Econometrics

  • Book
  • © 1998

Overview

Authors:
  1. Joel L. Horowitz

    1. Department of Economics, University of Iowa, Iowa City, USA

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Part of the book series: Lecture Notes in Statistics (LNS, volume 131)

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Table of contents (5 chapters)

  1. Front Matter

    Pages i-x
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  2. Introduction

    • Joel L. Horowitz
    Pages 1-3

  3. Single-Index Models

    • Joel L. Horowitz
    Pages 5-53

  4. Binary Response Models

    • Joel L. Horowitz
    Pages 55-102

  5. Deconvolution Problems

    • Joel L. Horowitz
    Pages 103-139

  6. Transformation Models

    • Joel L. Horowitz
    Pages 141-178

  7. Back Matter

    Pages 179-206
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Keywords

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.

Authors and Affiliations

  • Department of Economics, University of Iowa, Iowa City, USA

    Joel L. Horowitz

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