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＜図書＞
Nonparametric and semiparametric methods in econometrics and statistics : proceedings of the Fifth International Symposium in Economic Theory and Econometrics
| 責任表示 | edited by William A. Barnett, James Powell, George E. Tauchen |
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| シリーズ | International symposia in economic theory and econometrics |
| データ種別 | 図書 |
| 出版情報 | Cambridge [England] ; New York : Cambridge University Press , 1991 |
| 本文言語 | 英語 |
| 大きさ | ix, 493 p. : ill. ; 24 cm |
| 概要 | This collection of papers delivered at the Fifth International Symposium in Economic Theory and Econometrics in 1988 is devoted to recent advances in the estimation and testing of models that impose r...latively weak restrictions on the stochastic behaviour of data. Particularly in highly non-linear models, empirical results are very sensitive to the choice of the parametric form of the distribution of the observable variables, and often nonparametric and semiparametric models are a preferable alternative. Methods and applications that do not require string parametric assumptions for their validity, that are based on kernels and on series expansions, and methods for independent and dependent observations are investigated and developed in these essays by renowned econometricians. This collection of papers delivered at the Fifth International Symposium in Economic Theory and Econometrics in 1988 is devoted to recent advances in the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data. Particularly in highly non-linear models, empirical results are very sensitive to the choice of the parametric form of the distribution of the observable variables, and often nonparametric and semiparametric models are a preferable alternative. Methods and applications that do not require string parametric assumptions for their validity, that are based on kernels and on series expansions, and methods for independent and dependent observations are investigated and developed in these essays by renowned econometricians.続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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中央図 3B | 331.19/I 57-27/1988 | 1991 |
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068172192009315 |
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書誌詳細
| 一般注記 | Conference proceedings delivered at Duke University, May 18-20, 1988 Includes bibliographical references |
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| 著者標目 | *International Symposium in Economic Theory and Econometrics (5th : 1988 : Duke University) Barnett, William A. Powell, James, 1955- Tauchen, George Eugene |
| 件 名 | LCSH:Econometrics -- Congresses
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LCSH:Economics -- Statistical methods -- Congresses 全ての件名で検索 LCSH:Mathematical statistics -- Congresses 全ての件名で検索 |
| 分 類 | NDC7:331.19 LCC:HB139 DC20:519.5/4 |
| 書誌ID | 1000128194 |
| ISBN | 0521370906 |
| NCID | BA1295883X |
| 巻冊次 | ISBN:0521370906 : pbk ; ISBN:0521424313 |
| 登録日 | 2009.09.10 |
| 更新日 | 2009.09.10 |