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Nonparametric and Semiparametric Methods in Econometrics and Statistics - Proceedings of the Fifth International Symposium in Economic Theory and Econometrics (Hardcover, New) Loot Price: R3,147
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Nonparametric and Semiparametric Methods in Econometrics and Statistics - Proceedings of the Fifth International Symposium in...

Nonparametric and Semiparametric Methods in Econometrics and Statistics - Proceedings of the Fifth International Symposium in Economic Theory and Econometrics (Hardcover, New)

William A. Barnett, James Powell, George E. Tauchen

Series: International Symposia in Economic Theory and Econometrics

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Was R3,477 Loot Price R3,147 Discovery Miles 31 470 | Repayment Terms: R295 pm x 12* You Save R330 (9%)

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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

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Series: International Symposia in Economic Theory and Econometrics
Release date: July 1991
First published: 1991
Editors: William A. Barnett • James Powell • George E. Tauchen
Dimensions: 229 x 152 x 29mm (L x W x T)
Format: Hardcover
Pages: 508
Edition: New
ISBN-13: 978-0-521-37090-5
Categories: Books > Business & Economics > Economics > Econometrics > General
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LSN: 0-521-37090-6
Barcode: 9780521370905

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