《计量经济学 半参数计量经济学方法》PDF下载

  • 购买积分:10 如何计算积分?
  • 作  者:艾春荣,陈小红著
  • 出 版 社:北京:北京大学出版社
  • 出版年份:2000
  • ISBN:7301045646
  • 页数:218 页
图书介绍:

Acknowledgments 1

前言 1

1.A Modified Average Derivatives Estimator 1

2.Estimation of Some Partially Specified Nonlinear Models,Journal of Econometrics,76:1—37,1997 19

3.An Improved Estimator for Models with Randomly Missing Data,Nonparametric Statistics,7:331—347,1997 56

4.A Semiparametric Efficiency Bound of a Disequilibrium Model without Observed Regime,Journal of Econometrics,62:143—163,1994 73

5.A Semiparametric Maximum Likelihood Estimator,Econometrica,65(4):933—963,1997 94

6.Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions 125

7.Sieve Extremum Estimators for Weakly Dependent Data,Econometrica,66(2):289—314,1998 164

8.Consistent Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series,Journal of Econometrics,91:373—401,1999 190