Semiparametric econometrics: A survey
- 1 January 1988
- journal article
- research article
- Published by Wiley in Journal of Applied Econometrics
- Vol. 3 (1) , 35-51
- https://doi.org/10.1002/jae.3950030103
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.Keywords
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