Computing nonparametric functional estimates in semiparametric problems
简要介绍了可用于计算半参数问题中非参数函数估计的FORTRAN程序,这些估计在每个数据点处评估,并可与用户偏好的计量软件结合使用。
The purpose of this note is to provide a brief account of available FORTRAN routines for computing nonparametric functional estimates, frequently used in semiparametric problems, evaluated at each data point. Then semipararnetric estimates can be computed employing the user-favored econometric software.