In the previous chapters, we examined parametric and nonparametric methods. In parametrics, we specify the regression function and the conditional distribution of u | x, F u|x . In nonparametrics, neither is specified. So semantically speaking, anything between the two extremes can be called “semi-parametric” or “semi-nonparametric.”
KeywordsPanel Data Asymptotic Distribution Mode Regression Median Regression Optimal Predictor
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