Econometrics: Semiparametric Econometric Methods

Author: Ai Chunrong
Publisher:
Publish Date: 2000-10-01
Features: Semiparametric models are a popular research topic in microeconometrics. This book makes the following contributions to semiparametric models: , it corrects some weaknesses of the average derivative estimator. Second, it extends the Robinson method for partial heteroskedasticity models to nonlinear models. Third, it applies semiparametric methods to missing data problems. Fourth, it calculates upper bounds for semiparametric estimators for specific models. Fifth, it extends semiparametric methods to time series. Sixth, it uses semiparametric methods for statistical inference in econometric models.