半参数计量经济学:综述

Semiparametric econometrics: A survey

Journal of Applied Econometrics · 1988
被引 90
人大 AABS 3

中文导读

综述了半参数计量经济模型的研究,这类模型结合了参数与非参数成分,并探讨了参数成分的估计效果及构建良好统计性质的推断规则,适合对半参数推断感兴趣的计量经济学和统计学研究者。

Abstract

Abstract Semiparametric 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.

半参数计量经济学半参数推断参数分量估计统计推断规则