Inverse problems can be described as functional equations where the value of the function is known or easily estimable but the argument is unknown. Many problems in econometrics can be stated in the form of inverse problems where the argument itself is a function. For example, consider a...

Often researchers find parametric models restrictive and sensitive to deviations from the parametric specifications; semi-nonparametric models are more flexible and robust, but lead to other complications such as introducing infinite-dimensional parameter spaces that may not be compact and the...

Economists who use survey or administrative data for inferences regarding a population may want to combine information obtained from two or more samples drawn from the population. This is the case if there is no single sample that contains all relevant variables. A special case occurs if...

This chapter reviews recent advances in nonparametric and semiparametric estimation, with an emphasis on applicability to empirical research and on resolving issues that arise in implementation. It considers techniques for estimating densities, conditional mean functions, derivatives of...

When one wants to estimate a model without specifying the functions and distributions parametrically, or when one wants to analyze the identification of a model independently of any particular parametric specification, it is useful to perform a nonparametric analysis of identification. This...

This chapter develops three topics. (1) Identification of the distributions of treatment effects and the distributions of agent subjective evaluations of treatment effects. Methods for identifying ex ante and ex post distributions are presented and empirical examples are given. (2)...

This chapter uses the marginal treatment effect (MTE) to unify and organize the econometric literature on the evaluation of social programs. The marginal treatment effect is a choice-theoretic parameter that can be interpreted as a willingness to pay parameter for persons at a margin of...

This chapter relates the literature on the econometric evaluation of social programs to the literature in statistics on “causal inference”. In it, we develop a general evaluation framework that addresses well-posed economic questions and analyzes agent choice rules and subjective evaluations...

This chapter highlights the terms and methods that are used and explained in this publication Handbook of Econometrics , volume 6A and 6B. The chapter also highlights the page numbers where these have been used.

This chapter is an index to the names of the authors who have contributed towards this publication Handbook of Econometrics , volume 6A and 6B. The chapter also highlights the page numbers where author's names appear in the text.