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<図書>
Semiparametric methods in econometrics

責任表示 Joel L. Horowitz
シリーズ Lecture notes in statistics ; 131
データ種別 図書
出版情報 New York ; Tokyo : Springer , c1998
本文言語 英語
大きさ x, 204 p. : ill. ; 24 cm
概要 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 tra...sformation 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. 続きを見る
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所蔵情報



理系図3F 数理独自 SER/LNS/131 c1998
023211998007431

書誌詳細

一般注記 Includes bibliographical references (p. [191]-200) and index
著者標目 *Horowitz, Joel
件 名 LCSH:Econometrics
LCSH:Estimation theory
分 類 LCC:HB139
DC21:330/.01/5195
書誌ID 1001386915
ISBN 0387984771
NCID BA36032534
巻冊次 ISBN:0387984771
登録日 2009.11.02
更新日 2017.02.18