Identification and Inference for Econometric Models / Najlacnejšie knihy
Identification and Inference for Econometric Models

Kód: 02024098

Identification and Inference for Econometric Models

Autor Donald W. K. AndrewsJames H. Stock

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, an ... celý popis

79.77


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Viac informácií o knihe Identification and Inference for Econometric Models

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Anotácia knihy

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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Zaradenie knihy Books in English Economics, finance, business & management Economics Econometrics

79.77

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