Title: Nonparametric and semiparametric methods in econometrics and statistics : proceedings of the Fifth International Symposium in Economic Theory and Econometrics
Abstract: Editors' preface Part I. Methods and Applications Based on Kernels: 1. Semiparametric last squares estimation of multiple index models: single equation estimation Hidehiko Ichimura and Lung-Fei Lee 2. Nonparametric estimation and the risk premium A. R. Pagan and Y. S. Hong 3. Nonparametric policy analysis: an application to estimating hazardous waste cleanup benefits James H. Stock 4. Equivalence of direct, indirect, and slope estimators of average derivatives Thomas M. Stoker 5. Equivalence of direct, indirect, and slope estimators of average derivatives: a comment T. Scott Thompson Part II. Methods and Applications Based on Series Expansions: 6. Seminonparametric Bayesian estimation of the asymptotically ideal model: the AIM consumer demand system William A. Barrett, John Geweke, and Piyu Yue 7. Semiparametric estimation of a regression model with sampling selectivity Stephen R. Cosslett 8. On fitting a recalcitrant series: the pound/dollar exchange rate, 1974-84 A. Ronald Gallant, David A. Hsieh and George E. Taucher Part III. Methods for Independent Observations: 9. A nonparametric method-of-moments estimator for the mixture-of-exponentials model and the mixture-of-geometrics model James J. Heckman 10. Nonparametric estimation of expectations in the analysis of discrete under uncertainty Charles F. Manski 11. A nonparametric maximum rank correlation estimator Rosa L. Matzkin 12. Efficient estimation of Tobit models under conditional symmetry Whitney K. Newey 13. Bracketing methods in statistics and econometrics David Pollard 14. Estimation of monotonic regression models under quantile restrictions James L. Powell Part IV. Models for Dependent Observations: 15. Computing semiparametric efficiency bounds for linear time series models Lars Peter Hansen and Kenneth J. Singleton 16. Spectral regression for cointegrated time series P. C. B. Phillips 17. Nonparametric function estimation for long memory time series Peter M. Robinson 18. Some results on sieve estimation with dependent observations Halbert White and Jeffrey M. Wooldridge.
Publication Year: 1991
Publication Date: 1991-01-01
Language: en
Type: book
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Cited By Count: 78
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