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Semiparametric Methods in Econometrics

by Joel Horowitz

  • ISBN: 9780387984773
  • ISBN10: 0387984771

Semiparametric Methods in Econometrics

by Joel Horowitz

  • List Price: $159.00
  • Binding: Paperback
  • Publisher: Springer Verlag
  • Publish date: 09/01/1998
  • ISBN: 9780387984773
  • ISBN10: 0387984771
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Description: 1. Introduction.- 2. Single-Index Models.- 2.1 Definition of a Single-Index Model.- 2.2 Why Single-Index Models Are Useful.- 2.3 Other Approaches to Dimension Reduction.- 2.4 Identification of Single-Index Models.- 2.5 EstimatingGin a Single-Index Modei.- 2.6 Optimization Estimators of.- 2.7 Direct Semiparametric Estimators.- 2.8 Bandwidth Selection.- 2.9 An Empirical Example.- 3. Binary Response Models.- 3.1 Random-Coefficients Models.- 3.2 Identification.- 3.3 Estimation.- 3.4 Extensions of the Maximum Score and Smoothed Maximum Score Estimators.- 3.5 An Empirical Example.- 4. Deconvolution Problems.- 4.1 A Model of Measurement Error.- 4.2 Models for Panel Data.- 4.3 Extensions.- 4.4 An Empirical Example.- 5. Transformation Models.- 5.1 Estimation with ParametricTand NonparametricF.- 5.2 Estimation with NonparametricTand ParametricF.- 5.3 Estimation when BothTandFare Nonparametric.- 5.4 Predicting Y Conditional onX.- 5.5 An Empirical Example.- Appendix: Nonparametric Estimation.- A.1 Nonparametric Density Estimation.- A.2 Nonparametric Mean Regression.- References.
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0387984771. Lecture Notes in Statistics; 9 X 6.20 X 0.60 inches; 220 pages; Lecture Notes in Statistics 131.
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