Guest editorial. Semiparametric methods in econometrics. (English) Zbl 1420.00042

Fernandes, Marcelo (ed.); Linton, Oliver (ed.); Scaillet, Olivier (ed.)

J. Econom. 141, No. 1, 1-4 (2007).

From the text: This collection of papers grew out of the conference ‘Semiparametrics in Rio’ held at the Getulio Vargas Foundation, Rio de Janeiro, in July 2004. The conference featured 10 invited speakers and 19 contributed papers, congregating about 50 researchers from Brazil, Canada, Europe, and US. This volume collects some of the invited and contributed papers of the conference, aiming to provide a broad overview of the recent developments in the theory and applications of semiparametric methods in economics and finance. The theme is clearly rather broad in scope. The range of topics covered by the collected papers indeed mirrors this breadth, concerning many of the major research agendas in econometrics: e.g., dynamic panel sample-selection models, econometrics of auctions, semiparametric instrumental variables, quantile treatment effects, financial econometrics, and Bayesian semiparametric techniques.

MSC:

00B25	Proceedings of conferences of miscellaneous specific interest
62-06	Proceedings, conferences, collections, etc. pertaining to statistics
62P20	Applications of statistics to economics