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.
Myoung-jae Lee
Micro-econometrics econometrics limited dependent variables methods of moments nonparametrics semiparametric methods semiparametrics