In this book the author surveys new techniques in econometrics which may be used to analyse semiparametric models. As well as covering topics such as instrumental variable estimation, nonparametric density and regression function estimation and semiparametric limited dependent variable models, the book provides details of how these methods may be implemented using software.
In this book the author surveys new techniques in econometrics which may be used to analyse semiparametric models. As well as covering topics such as instrumental variable estimation, nonparametric density and regression function estimation and semiparametric limited dependent variable models, the book provides details of how these methods may be implemented using software.
Summary of the Contents: Method of Moments and Parametric Econometrics - Introduction - Least Squares and Method of Moments - Extremum Estimators and Method-of-Moments Estimators - Maximum Likelihood Estimation - Parametric Estimators for Multiple Equations - Nonlinear Models and Generalized Method of Monuments Semiparametric Econometrics - Nonparametric Density Estimation - Nonparametric Regression - Semiparametrics - Semi-Nonparametrics Appendix: Gauss Programs for Selected Topics References
Summary of the Contents: Method of Moments and Parametric Econometrics - Introduction - Least Squares and Method of Moments - Extremum Estimators and Method-of-Moments Estimators - Maximum Likelihood Estimation - Parametric Estimators for Multiple Equations - Nonlinear Models and Generalized Method of Monuments Semiparametric Econometrics - Nonparametric Density Estimation - Nonparametric Regression - Semiparametrics - Semi-Nonparametrics Appendix: Gauss Programs for Selected Topics References
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