Đang chuẩn bị liên kết để tải về tài liệu:
Handbook of Econometrics Vols1-5 _ Chapter 42

Không đóng trình duyệt đến khi xuất hiện nút TẢI XUỐNG Tải xuống

Chapter 42 RESTRICTIONS OF ECONOMIC NONPARAMETRIC METHODS Increasingly, it appears that restrictions implied by economic theory provide extremely useful tools for developing nonparametric estimation and testing methods. Unlike parametric methods, in which the functions and distributions in a model are specified up to a finite dimensional vector | Chapter 42 RESTRICTIONS OF ECONOMIC THEORY IN NONPARAMETRIC METHODS ROSA L. MATZKIN Northwestern unicer sit y Contents Abstract 1. Introduction 2. Identification of nonparametric models using economic restrictions 2.1. Definition of nonparametric identification 2.2. Identification of limited dependent variable models 2.3. Identification of functions generating regression functions 2.4. Identification of simultaneous equations models 3. Nonparametric estimation using economic restrictions 3.1. Estimators that depend on the shape of the estimated function 3.2. Estimation using seminonparametric methods 3.3. Estimation using weighted average methods 4. Nonparametric tests using economic restrictions 4.1. Nonstatistical tests 4.2. Statistical tests 5. Conclusions References 2524 2524 2528 2528 2530 2535 2536 2537 2538 2544 2546 2548 2548 2551 2554 2554 The support of the NSF through Grants SES-8900291 and SES-9122294 is gratefully acknowledged. I am grateful to an editor Daniel McFadden and two referees Charles Manski and James Powell for their comments and suggestions. I also wish to thank Don Andrews Richard Briesch James Heckman Bo Honoré Vrinda Kadiyali Ekaterini Kyriazidou Whitney Newey and participants in seminars at the University of Chicago the University of Pennsylvania Seoul University Yomsei University and the conference on Current Trends in Economics Cephalonia Greece for their comments. This chapter was partially written while the author was visiting MIT and the University of Chicago whose warm hospitality is gratefully appreciated. Handbook of Econometrics Volume IV Edited by R.F. Engle and D.L. McFadden 1994 Elsevier Science B.V. All rights reserved 2524 R.L. Matzkin Abstract This chapter describes several nonparametric estimation and testing methods for econometric models. Instead of using parametric assumptions on the functions and distributions in an economic model the methods use the restrictions that can be derived from the model. Examples of such .