Semiparametric and Nonparametric Econometrics
Aman . Ed(S): Ullah
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Description for Semiparametric and Nonparametric Econometrics
Paperback. Editor(s): Ullah, Aman. Series: Studies in Empirical Economics. Num Pages: 179 pages, 7 black & white illustrations, biography. BIC Classification: KCA. Category: (P) Professional & Vocational. Dimension: 244 x 170 x 10. Weight in Grams: 328.
Over the last three decades much research in empirical and theoretical economics has been carried on under various assumptions. For example a parametric functional form of the regression model, the heteroskedasticity, and the autocorrelation is always as sumed, usually linear. Also, the errors are assumed to follow certain parametric distri butions, often normal. A disadvantage of parametric econometrics based on these assumptions is that it may not be robust to the slight data inconsistency with the particular parametric specification. Indeed any misspecification in the functional form may lead to erroneous conclusions. In view of these problems, recently there has been ... Read more
Over the last three decades much research in empirical and theoretical economics has been carried on under various assumptions. For example a parametric functional form of the regression model, the heteroskedasticity, and the autocorrelation is always as sumed, usually linear. Also, the errors are assumed to follow certain parametric distri butions, often normal. A disadvantage of parametric econometrics based on these assumptions is that it may not be robust to the slight data inconsistency with the particular parametric specification. Indeed any misspecification in the functional form may lead to erroneous conclusions. In view of these problems, recently there has been ... Read more
Product Details
Format
Paperback
Publication date
2012
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
179
Condition
New
Series
Studies in Empirical Economics
Number of Pages
172
Place of Publication
Berlin, Germany
ISBN
9783642518508
SKU
V9783642518508
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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