Nonparametric and semiparametric methods in econometrics and statistics: proceedings of the fifth international symposium in economic theory and econometrics/
edited by William A. Barnett, James Powell and George Tauchen
- New York: Cambridge University Press, 1991.
- ix, 493 p. : ill. ; 24 cm.
- (International symposia in economic theory and econometrics) .
Semiparametric least squares estimation of multiple index models : single equation estimation / Hidehiko Ichimura and Lung-Fei Lee -- Nonparametric estimation and the risk premium / A.R. Pagan and Y.S. Hong -- Nonparametric policy analysis : an application to estimating hazardous waste cleanup benefits / James H. Stock -- Equivalence of direct, indirect, and slope estimators of average derivatives / Thomas M. Stoker -- Equivalence of direct, indirect, and slope estimators of average derivatives : a comment / T. Scott Thompson -- Seminonparametric Bayesian estimation of the asymptotically ideal model : the AIM consumer demand system / William A. Barnett, John Geweke, and Piyu Yue -- Semiparametric estimation of a regression model with sampling selectivity / Stephen R. Cosslett -- On fitting a recalcitrant series : the pound/dollar exchange rate, 1974-1983 / A. Roland Gallant, David A. Hsieh, and George E. Tauchen. A nonparametric method-of-moments estimator for the mixture-of-exponentials model and the mixture-of-geometrics model / James J. Heckman -- Nonparametric estimation of expectations in the analysis of discrete choice under uncertainty / Charles F. Manski -- A nonparametric maximum rank correlation estimator / Rosa L. Matzkin -- Efficient estimation of Tobit models under conditional symmetry / Whitney K. Newey -- Bracketing methods in statistics and econometrics / David Pollard -- Estimation of monotonic regression models under quantile restrictions / James L. Powell -- Computing semiparametric efficiency bounds for linear time series models / Lars Peter Hansen and Kenneth J. Singleton -- Spectral regression for cointegrated time series / P.C.B. Phillips -- Nonparametric function estimation for long memory times series / Peter M. Robinson. Some results on sieve estimation with dependent observations / Halbert White and Jeffrey M. Wooldridge.