<図書>
Semiparametric methods in econometrics
| 責任表示 | Joel L. Horowitz |
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| 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 |
| 電子版へのリンク | https://hdl.handle.net/2324/6869811 |
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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理系図3F 数理独自 | SER/LNS/131 | c1998 |
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023211998007431 |
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書誌詳細
| 一般注記 | Includes bibliographical references (p. [191]-200) and index |
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| 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 |
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