Nonparametric and Semiparametric Methods in Econometrics and Statistics
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AbstractThis 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.
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Bibliographic InfoThis book is provided by Cambridge University Press in its series Cambridge Books with number 9780521370905 and published in 1991.
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- J. M. C. Santos Silva & Silvana Tenreyro, 2009.
"Trading Partners and Trading Volumes: Implementing the Helpman-Melitz-Rubinstein Model Empirically,"
CEP Discussion Papers
dp0935, Centre for Economic Performance, LSE.
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CeMMAP working papers
CWP17/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2008. "Inference On Counterfactual Distributions," Boston University - Department of Economics - Working Papers Series wp2008-005, Boston University - Department of Economics.
- Song Song, 2011. "Dynamic Large Spatial Covariance Matrix Estimation in Application to Semiparametric Model Construction via Variable Clustering: the SCE approach," Papers 1106.3921, arXiv.org, revised Jun 2011.
- Daniela Palma & Alessandro Zini, 2005. "Technological change and industry competitiveness through the evolution of localised comparative advantages - The case of Italy," ERSA conference papers ersa05p641, European Regional Science Association.
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"Optimal Smoothing for a Computationallyand StatisticallyEfficient Single Index Estimator,"
STICERD - Econometrics Paper Series
/2009/537, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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- Roger Klein & Chan Shen & Francis Vella, 2011.
"Semiparametric selection models with binary outcomes,"
CeMMAP working papers
CWP30/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Klein, Roger & Shen, Chan & Vella, Francis, 2011. "Semiparametric Selection Models with Binary Outcomes," IZA Discussion Papers 6008, Institute for the Study of Labor (IZA).
- Lanot, Gauthier & Walker, Ian, 1998.
"The union/non-union wage differential: An application of semi-parametric methods,"
Journal of Econometrics,
Elsevier, vol. 84(2), pages 327-349, June.
- Gauthier Lanot & Ian Walker, 1996. "The Union/Non-Union Wage Differential: An Application of Semi-Parametric Methods," Keele Department of Economics Discussion Papers (1995-2001) 96/9, Department of Economics, Keele University.
- Lanot, G. & Walker, I., 1993. "The Union/Non-Union Wage Differential: an Application of Semi-Parametric Methods," Papers 9337, Laval - Recherche en Politique Economique.
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- George J. Jiang & Pieter J. van der Sluis, 1998. "Pricing Stock Options under Stochastic Volatility and Stochastic Interest Rates with Efficient Method of Moments Estimation," Tinbergen Institute Discussion Papers 98-067/4, Tinbergen Institute.
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