NONPARAMETRIC AND SEMIPARAMETRIC METHODS FOR ECONOMIC RESEARCH
综述非参数与半参数统计估计的发展,侧重实用方法而非统计性质,并描述其在经济数据中的实证应用,涵盖密度估计、回归估计和半参数模型估计。
Abstract. Developments in the vast and growing literatures on nonparametric and semiparametric statistical estimation are reviewed. The emphasis is on useful methodology rather than statistical properties for their own sake. Some empirical applications to economic data are described. The paper deals separately with nonparametric density estimation, nonparametric regression estimation, and estimation of semiparametric models.