Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.

Standard methods for estimating empirical models in economics and many other fields rely on strong assumptions about functional forms and the distributions of u

Standard methods for estimating empirical models in economics and many other fields rely on strong assumptions about functional forms and the distributions of u

This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics

Many econometric models contain unknown functions as well as finite- dimensional parameters. Examples of such unknown functions are the distribution function of