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Semiparametric and Nonparametric Methods in Econometrics

dc.date.accessioned2019-10-24T13:29:45Z
dc.date.available2019-10-24T13:29:45Z
dc.date.issued2007
dc.identifier.urihttp://publications.mfo.de/handle/mfo/3001
dc.description.abstractThe main objective of this workshop was to bring together mathematical statisticians and econometricians who work in the field of nonparametric and semiparametric statistical methods. Nonparametric and semiparametric methods are active fields of research in econometric theory and are becoming increasingly important in applied econometrics. This is because the flexibility of non- and semiparametric modelling provides important new ways to investigate problems in substantive economics. Moreover, the development of non- and semiparametric methods that are suitable to the needs of economics presents a variety of mathematical challenges. Topics to be addressed in the workshop included nonparametric methods in finance, identification and estimation of nonseparable models, nonparametric estimation under the constraints of economic theory, statistical inverse problems, long-memory time-series, and nonparametric cointegration.
dc.titleSemiparametric and Nonparametric Methods in Econometrics
dc.rights.licenseDieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.de
dc.rights.licenseThis document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.en
dc.identifier.doi10.14760/OWR-2007-15
local.series.idOWR-2007-15
local.subject.msc62
local.sortindex441
local.date-range18 Mar - 24 Mar 2007
local.workshopcode0712
local.workshoptitleSemiparametric and Nonparametric Methods in Econometrics
local.organizersYacine Ait-Sahalia, Princeton; Joel Horowitz, Evanston; Oliver Linton, London; Enno Mammen, Mannheim
local.report-nameWorkshop Report 2007,15
local.opc-photo-id0712
local.publishers-doi10.4171/OWR/2007/15
local.ems-referenceAit-Sahalia Yacin, Horowitz Joel, Linton Oliver, Mammen Enno: Semiparametric and Nonparametric Methods in Econometrics. Oberwolfach Rep. 4 (2007), 833-886. doi: 10.4171/OWR/2007/15


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