Title: Semiparametric modelling and estimation (in Russian)
Abstract:Semiparametric models are characterized by a finite- and infinite-dimensional (functional) component. As such they allow for added flexibility over fully parametric models, and at the same time estima...Semiparametric models are characterized by a finite- and infinite-dimensional (functional) component. As such they allow for added flexibility over fully parametric models, and at the same time estimators of parametric components can be developed that exhibit standard parametric convergence rates. These two features have made semiparametric models and estimators increasingly popular in applied economics. We give a partial overview over the literature on semiparametric modelling and estimation with particular emphasis on semiparametric regression models. The main focus is on developing two-step semiparametric estimators and deriving their asymptotic properties. We do however also briefly discuss sieve-based estimators and semiparametric efficiency.Read More
Publication Year: 2009
Publication Date: 2009-01-01
Language: en
Type: article
Access and Citation
AI Researcher Chatbot
Get quick answers to your questions about the article from our AI researcher chatbot