Some possible pitfalls of parametric inference (in Russian)

Michael Creel ()

Quantile, 2008, issue 4, pages 1-6

Abstract: This essay reviews some of the undesirable things that can occur when parametric models are used without proper concern for checking that they are at least approximately correctly specified. It shows that nonparametric methods can, to a certain extent, avoid these problems.

Date: 2008

Downloads: (external link)
http://quantile.ru/04/04-MC.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:qnt:quantl:y:2008:i:4:p:1-6

Access Statistics for this article

Quantile is edited by Stanislav Anatolyev

More articles in Quantile from Quantile
Series data maintained by Stanislav Anatolyev ().