Semiparametric econometrics: A survey
作者:
P. M. Robinson,
期刊:
Journal of Applied Econometrics
(WILEY Available online 1988)
卷期:
Volume 3,
issue 1
页码: 35-51
ISSN:0883-7252
年代: 1988
DOI:10.1002/jae.3950030103
出版商: Wiley Subscription Services, Inc., A Wiley Company
数据来源: WILEY
摘要:
AbstractSemiparametric econometric models contain both parametric and nonparametric components, reflecting in some fashion what has been learned from economic theory and previous empirical experience, and what remains unknown. They raise such questions as how well the parametric component can be estimated, and how to construct rules of inference with good statistical properties. The paper attempts to survey the econometric and most relevant statistical literature on semiparametric inference, and includes a partial bibliography.
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