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Identification and Inference for Econometric Models

Name: Identification and Inference for Econometric Models
Brand: Cambridge University Press
SKU: 02024098
Price: 28842 HUF
Availability: InStock
Author: Donald W. K. AndrewsJames H. Stock
ISBN: 9780521154741

Essays in Honor of Thomas Rothenberg

Donald W. K. AndrewsJames H. Stock

Language

English

Book Paperback

Libristo code: 02024098

Publishers Cambridge University Press, June 2010

This 2005 volume contains the papers presented in honor of the lifelong achievements of Thomas J. Ro... Full description

Libristo code: 02024098

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This 2005 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 others. 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.

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About the book

Full name Identification and Inference for Econometric Models

Author Donald W. K. AndrewsJames H. Stock

Language

English

Binding Book - Paperback

Date of issue 2010

Number of pages 588

EAN 9780521154741

ISBN 052115474X

Libristo code 02024098

Publishers Cambridge University Press

Weight 880

Dimensions 230 x 158 x 36

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