Semiparametric and Nonparametric Econometrics
Aman Ullah
āĻĄāĻŋāĻ¸ā§ ā§¨ā§Ļā§§ā§¨ ¡ Springer Science & Business Media
ā§Š.ā§Ļstar
ā§§āĻāĻŋ āĻ°āĻŋāĻāĻŋāĻreport
āĻ-āĻŦā§āĻ
172
āĻĒā§āĻˇā§āĻ āĻž
reportāĻ°ā§āĻāĻŋāĻ āĻ āĻ°āĻŋāĻāĻŋāĻ āĻ¯āĻžāĻāĻžāĻ āĻāĻ°āĻž āĻšā§āĻ¨āĻŋ Â āĻāĻ°āĻ āĻāĻžāĻ¨ā§āĻ¨
āĻāĻ āĻ-āĻŦā§āĻā§āĻ° āĻŦāĻŋāĻˇā§ā§
Over the last three decades much research in empirical and theoretical economics has been carried on under various assumptions. For example a parametric functional form of the regression model, the heteroskedasticity, and the autocorrelation is always as sumed, usually linear. Also, the errors are assumed to follow certain parametric distri butions, often normal. A disadvantage of parametric econometrics based on these assumptions is that it may not be robust to the slight data inconsistency with the particular parametric specification. Indeed any misspecification in the functional form may lead to erroneous conclusions. In view of these problems, recently there has been significant interest in 'the semiparametric/nonparametric approaches to econometrics. The semiparametric approach considers econometric models where one component has a parametric and the other, which is unknown, a nonparametric specification (Manski 1984 and Horowitz and Neumann 1987, among others). The purely non parametric approach, on the other hand, does not specify any component of the model a priori. The main ingredient of this approach is the data based estimation of the unknown joint density due to Rosenblatt (1956). Since then, especially in the last decade, a vast amount of literature has appeared on nonparametric estimation in statistics journals. However, this literature is mostly highly technical and this may partly be the reason why very little is known about it in econometrics, although see Bierens (1987) and Ullah (1988).
āĻ°ā§āĻāĻŋāĻ āĻ āĻĒāĻ°ā§āĻ¯āĻžāĻ˛ā§āĻāĻ¨āĻžāĻā§āĻ˛āĻŋ
ā§Š.ā§Ļ
ā§§āĻāĻŋ āĻ°āĻŋāĻāĻŋāĻ
āĻ-āĻŦā§āĻā§ āĻ°ā§āĻāĻŋāĻ āĻĻāĻŋāĻ¨
āĻāĻĒāĻ¨āĻžāĻ° āĻŽāĻ¤āĻžāĻŽāĻ¤ āĻāĻžāĻ¨āĻžāĻ¨āĨ¤
āĻĒāĻ āĻ¨ āĻ¤āĻĨā§āĻ¯
āĻ¸ā§āĻŽāĻžāĻ°ā§āĻāĻĢā§āĻ¨ āĻāĻŦāĻ āĻā§āĻ¯āĻžāĻŦāĻ˛ā§āĻ
Android āĻāĻŦāĻ iPad/iPhone āĻāĻ° āĻāĻ¨ā§āĻ¯ Google Play āĻŦāĻ āĻ
ā§āĻ¯āĻžāĻĒ āĻāĻ¨āĻ¸ā§āĻāĻ˛ āĻāĻ°ā§āĻ¨āĨ¤ āĻāĻāĻŋ āĻāĻĒāĻ¨āĻžāĻ° āĻ
ā§āĻ¯āĻžāĻāĻžāĻāĻ¨ā§āĻā§āĻ° āĻ¸āĻžāĻĨā§ āĻ
āĻā§āĻŽā§āĻāĻŋāĻ āĻ¸āĻŋāĻā§āĻ āĻšā§ āĻ āĻāĻĒāĻ¨āĻŋ āĻ
āĻ¨āĻ˛āĻžāĻāĻ¨ āĻŦāĻž āĻ
āĻĢāĻ˛āĻžāĻāĻ¨ āĻ¯āĻžāĻ āĻĨāĻžāĻā§āĻ¨ āĻ¨āĻž āĻā§āĻ¨ āĻāĻĒāĻ¨āĻžāĻā§ āĻĒā§āĻ¤ā§ āĻĻā§ā§āĨ¤
āĻ˛ā§āĻ¯āĻžāĻĒāĻāĻĒ āĻ āĻāĻŽā§āĻĒāĻŋāĻāĻāĻžāĻ°
Google Play āĻĨā§āĻā§ āĻā§āĻ¨āĻž āĻ
āĻĄāĻŋāĻāĻŦā§āĻ āĻāĻĒāĻ¨āĻŋ āĻāĻŽā§āĻĒāĻŋāĻāĻāĻžāĻ°ā§āĻ° āĻā§ā§āĻŦ āĻŦā§āĻ°āĻžāĻāĻāĻžāĻ°ā§ āĻļā§āĻ¨āĻ¤ā§ āĻĒāĻžāĻ°ā§āĻ¨āĨ¤
eReader āĻāĻŦāĻ āĻ
āĻ¨ā§āĻ¯āĻžāĻ¨ā§āĻ¯ āĻĄāĻŋāĻāĻžāĻāĻ¸
Kobo eReaders-āĻāĻ° āĻŽāĻ¤ā§ e-ink āĻĄāĻŋāĻāĻžāĻāĻ¸ā§ āĻĒāĻĄāĻŧāĻ¤ā§, āĻāĻĒāĻ¨āĻžāĻā§ āĻāĻāĻāĻŋ āĻĢāĻžāĻāĻ˛ āĻĄāĻžāĻāĻ¨āĻ˛ā§āĻĄ āĻ āĻāĻĒāĻ¨āĻžāĻ° āĻĄāĻŋāĻāĻžāĻāĻ¸ā§ āĻā§āĻ°āĻžāĻ¨ā§āĻ¸āĻĢāĻžāĻ° āĻāĻ°āĻ¤ā§ āĻšāĻŦā§āĨ¤ āĻŦā§āĻ¯āĻŦāĻšāĻžāĻ°āĻāĻžāĻ°ā§āĻ° āĻāĻĻā§āĻĻā§āĻļā§āĻ¯ā§ āĻ¤ā§āĻ°āĻŋ āĻ¸āĻšāĻžā§āĻ¤āĻž āĻā§āĻ¨ā§āĻĻā§āĻ°āĻ¤ā§ āĻĻā§āĻā§āĻž āĻ¨āĻŋāĻ°ā§āĻĻā§āĻļāĻžāĻŦāĻ˛ā§ āĻ
āĻ¨ā§āĻ¸āĻ°āĻŖ āĻāĻ°ā§ āĻ¯ā§āĻ¸āĻŦ eReader-āĻ āĻĢāĻžāĻāĻ˛ āĻĒāĻĄāĻŧāĻž āĻ¯āĻžāĻŦā§ āĻ¸ā§āĻāĻžāĻ¨ā§ āĻā§āĻ°āĻžāĻ¨ā§āĻ¸āĻĢāĻžāĻ° āĻāĻ°ā§āĻ¨āĨ¤
