Identification and Inference for Econometric Models: Essays - download pdf or read online

By Donald W. K. Andrews,James H. Stock

ISBN-10: 052115474X

ISBN-13: 9780521154741

ISBN-10: 052184441X

ISBN-13: 9780521844413

This 2005 quantity comprises the papers provided in honor of the lifelong achievements of Thomas J. Rothenberg at the celebration of his retirement. The authors of the chapters contain a number of the major econometricians of our day, and the chapters tackle themes of present examine importance in econometric conception. The chapters disguise 4 subject matters: id and effective estimation in econometrics, asymptotic approximations to the distributions of econometric estimators and checks, inference related to almost certainly nonstationary time sequence, equivalent to techniques that may have a unit autoregressive root, and nonparametric and semiparametric inference. a number of of the chapters offer overviews and coverings of simple conceptual matters, whereas others enhance our realizing of the houses of present econometric methods and/or suggest others. particular themes contain identity in nonlinear versions, inference with susceptible tools, exams for nonstationary in time sequence and panel info, generalized empirical chance estimation, and the bootstrap.

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

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