This collection of papers delivered at the Fifth International
Symposium in Economic Theory and Econometrics in 1988 is devoted to
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.
General
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