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Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg by Donald W. K. Andrews, James H. Stock (Hardcover, 2005)

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This volume contains the papers presented in honor of the lifelong achievements of Thomas J. Rothenberg on the occasion of his retirement. The authors of the chapters include many of the leading econometricians of our day, and the chapters address topics of current research significance in econometric theory. The chapters cover four themes: identification and efficient estimation in econometrics, asymptotic approximations to the distributions of econometric estimators and tests, inference involving potentially nonstationary time series, such as processes that might have a unit autoregressive root, and nonparametric and semiparametric inference. Several of the chapters provide overviews and treatments of basic conceptual issues, while others advance our understanding of the properties of existing econometric procedures and/or propose new ones. Specific topics include identification in nonlinear models, inference with weak instruments, tests for nonstationary in time series and panel data, generalized empirical likelihood estimation, and the bootstrap.

Product Identifiers

Publisher
Cambridge University Press
ISBN-13
9780521844413
eBay Product ID (ePID)
94500647

Product Key Features

Author
Donald w. K. Andrews, James H. Stock
Publication Name
Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg
Format
Hardcover
Language
English
Subject
Economics
Publication Year
2005
Type
Textbook
Number of Pages
588 Pages

Dimensions

Item Height
229mm
Item Width
152mm
Item Weight
1030g

Additional Product Features

Editor
Donald w. K. Andrews, James H. Stock
Country/Region of Manufacture
United Kingdom

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Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg by Donald W. K. Andrews, James H. Stock (Hardcover, 2005)

About this product

Product Information

Product Identifiers

Product Key Features

Dimensions

Additional Product Features

Best Selling in Adult Learning & University

The Weed Forager's Handbook: A Guide to Edible and Medicinal Weeds in Australia by Adam Grubb, Annie Raser-Rowland (2012, Paperback)

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Permaculture: A Designer's Manual by Bill Mollison (Hardcover, 1988)

Botanical Field Guide by Stefan Mager (Fold-out book or chart, 2021)

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