Semiparametric and Nonparametric Methods in Econometrics

Semiparametric and Nonparametric Methods in Econometrics pdf epub mobi txt 電子書 下載2025

出版者:Springer
作者:Joel L. Horowitz
出品人:
頁數:276
译者:
出版時間:2009-8-7
價格:USD 159.00
裝幀:Hardcover
isbn號碼:9780387928692
叢書系列:
圖書標籤:
  • Econometrics 
  • 非參數統計 
  • 非參數 
  • 經濟學 
  • econometrics 
  • Economics 
  •  
想要找書就要到 小美書屋
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

Standard methods for estimating empirical models in economics and many other fields rely on strong assumptions about functional forms and the distributions of unobserved random variables. Often, it is assumed that functions of interest are linear or that unobserved random variables are normally distributed. Such assumptions simplify estimation and statistical inference but are rarely justified by economic theory or other a priori considerations. Inference based on convenient but incorrect assumptions about functional forms and distributions can be highly misleading. Nonparametric and semiparametric statistical methods provide a way to reduce the strength of the assumptions required for estimation and inference, thereby reducing the opportunities for obtaining misleading results. These methods are applicable to a wide variety of estimation problems in empirical economics and other fields, and they are being used in applied research with increasing frequency. The literature on nonparametric and semiparametric estimation is large and highly technical. This book presents the main ideas underlying a variety of nonparametric and semiparametric methods. It is accessible to graduate students and applied researchers who are familiar with econometric and statistical theory at the level taught in graduate-level courses in leading universities. The book emphasizes ideas instead of technical details and provides as intuitive an exposition as possible. Empirical examples illustrate the methods that are presented. This book updates and greatly expands the author's previous book on semiparametric methods in econometrics. Nearly half of the material is new.

具體描述

讀後感

評分

評分

評分

評分

評分

用戶評價

评分

課程結束,標記一下老師自己的書,一定要先看appendix,以及課上增加瞭Lasso和SVM的內容

评分

The chapter on ill-posed inverse problem is new and highly readable.

评分

課程結束,標記一下老師自己的書,一定要先看appendix,以及課上增加瞭Lasso和SVM的內容

评分

課程結束,標記一下老師自己的書,一定要先看appendix,以及課上增加瞭Lasso和SVM的內容

评分

課程結束,標記一下老師自己的書,一定要先看appendix,以及課上增加瞭Lasso和SVM的內容

本站所有內容均為互聯網搜索引擎提供的公開搜索信息,本站不存儲任何數據與內容,任何內容與數據均與本站無關,如有需要請聯繫相關搜索引擎包括但不限於百度google,bing,sogou

© 2025 book.quotespace.org All Rights Reserved. 小美書屋 版权所有