In this book the author surveys new techniques in econometrics which may be used to analyse semiparametric models. As well as covering topics such as instrumental variable estimation, nonparametric density and regression function estimation and semiparametric limited dependent variable models, the book provides details of how these methods may be implemented using software.In the symmetry test, we give two versions: one uses two moment conditions and the other uses only one moment condition. The former is put between the comments sign so that the reader can activate it if interested in it. ... inc=dat[., 2]/ 1000, age=dat[., 3]; edu=dat[., 4]; hus=dat[., 5]; pkid=dat[., 6]; skid=dat[., 7]; mort=dat[. , 8]; age2=age/\2; inday. ... minc(ya#39;|(2*xba#39;)))); ascls and minimanda; b1a#39;Cobj(b1); if meancCabs(b1ab0))alt;cr; scls=b1; Appendix: Gauss Programs for Selected Topics 249.
|Title||:||Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models|
|Publisher||:||Springer Science & Business Media - 2013-04-17|