SEMIPARAMETRIC METHODS IN ECONOMETRICS
这本书为研究生和应用计量经济学家系统介绍了半参数与非参数估计的新模型和方法，并以非技术性语言呈现，便于非专家理解。
Semiparametric and nonparametric estimation have attracted a great deal of attention from statisticians and theoretical econometricians in the past decade. Various new models have been proposed, and new methods for estimating those models have been suggested. These new models and methods are scattered in various academic journals and are not easily accessible to other researchers. Moreover, the new methods are technical, not easily understood by nonexperts such as graduate students and applied econometricians. Horowitz has two goals in his book Semiparametric Methods in Econometrics . First, he wants to provide a central place for those who want to check out the semiparametric literature. Second, he wants to present technical materials in a nontechnical way so that graduate students and applied econometricians who often do not have expertise in this area can comprehend the new methods. In my view, Horowitz has achieved both goals.