Semiparametric Methods in Econometrics /

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 transformation of an observed variable. Econometric methods for estimating population parameters in the...

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Bibliographic Details
Main Author: Horowitz, Joel L.
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York, 1998.
Series:Lecture notes in statistics (Springer-Verlag) ; 131.
Subjects:
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Introduction
  • Single index models
  • Binary response models
  • Deconvolution problems
  • Transformation models
  • Appendix: Nonparametric Estimation.