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 behavior of data.
Particularly in highly nonlinear 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 strong 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.
General
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