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Research On Semiparametric and Nonparametric Estimation of Econometric Models

Research On Semiparametric and Nonparametric Estimation of Econometric Models
计量经济模型的半参数和非参数估计研究
批准号:
9307677
负责人:
Joel Horowitz
金额:
$12.53万
依托单位:
依托单位国家:
美国
项目类别:
Continuing Grant
财政年份:
1993
资助国家:
美国
项目状态:
已结题
起止时间:
1993-08-01 至 1997-01-31

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中文摘要
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英文摘要
9307677 Horowitz Much recent research in econometrics has been concerned with developing semi- and nonparametric methods of inference in order to reduce the number of a priori and, often, untestable assumptions needed for inference and, thereby, reduce the potential for incorrect inference due to erroneous assumptions. The project aims at extending semi- and nonparametric methods in several ways that have important in applications. These include the semi- and nonparametric estimation of transformation models, models with errors in the data, and panel data with attrition. New methods will be developed that have important economic applications. The project developed new methods and economic applications in the following areas: (1) Estimation of a regression model with an unknown transformation of the dependent variable; (2) Nonparametric estimation of regression models with errors in the data; (3) Nonparametric estimation of the effects of attrition on inferences derived from panel data; (4) Use of bootstrap-based critical values for the test of overidentifying restrictions on generalized-method-of moment (GMM) estimation; and (5) Bandwith selection for certain semiparametric and nonparmetric estimators. ***
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Estimation and Inference with Nonparametric and High-Dimensional Econometric Models
  • 批准号:
    0817552
  • 项目类别:
    Continuing Grant
  • 资助金额:
    $22.0万
  • 财政年份:
    2008
  • 负责人:
    Joel Horowitz
  • 依托单位:
Collaborative Research: Penalized Methods for Variable Selection and Estimation in High-Dimensional Models
  • 批准号:
    0706348
  • 项目类别:
    Standard Grant
  • 资助金额:
    $4.5万
  • 财政年份:
    2007
  • 负责人:
    Joel Horowitz
  • 依托单位:
Semiparametric and Nonparametric Methods in Econometrics
  • 批准号:
    0352675
  • 项目类别:
    Continuing Grant
  • 资助金额:
    $21.99万
  • 财政年份:
    2004
  • 负责人:
    Joel Horowitz
  • 依托单位:
Nonparametric, Semiparametric, and Bootstrap Methods in Econometrics
  • 批准号:
    0196506
  • 项目类别:
    Continuing Grant
  • 资助金额:
    $19.59万
  • 财政年份:
    2001
  • 负责人:
    Joel Horowitz
  • 依托单位:
海外基金