Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg
- ISBN-10
- 052184441X
- ISBN-13
- 9780521844413
- Category
- Business & Economics
- Pages
- 594
- Language
- English
- Published
- 2005-06-17
- Publisher
- Cambridge University Press
- Authors
- James H. Stock, Donald W. K. Andrews, Thomas J. Rothenberg
Description
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.
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- 2005-07-04
- - pages
- Ebook
- Cambridge University Press
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