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Identification and Inference for Econometric Models: Essays in Honor of Thomas R
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Item specifics
- Condition
- Brand New: A new, unread, unused book in perfect condition with no missing or damaged pages. See all condition definitionsopens in a new window or tab
- ISBN-13
- 9780521154741
- Book Title
- Identification and Inference for Econometric Models
- ISBN
- 9780521154741
- Publication Year
- 2010
- Type
- Textbook
- Format
- Paperback
- Language
- English
- Publication Name
- Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg
- Item Height
- 229mm
- Publisher
- Cambridge University Press
- Item Width
- 152mm
- Subject
- Economics
- Item Weight
- 850g
- Number of Pages
- 588 Pages
About this product
Product Information
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.
Product Identifiers
Publisher
Cambridge University Press
ISBN-13
9780521154741
eBay Product ID (ePID)
92770805
Product Key Features
Publication Name
Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg
Format
Paperback
Language
English
Subject
Economics
Publication Year
2010
Type
Textbook
Number of Pages
588 Pages
Dimensions
Item Height
229mm
Item Width
152mm
Item Weight
850g
Additional Product Features
Editor
Donald W. K. Andrews, James H. Stock
Country/Region of Manufacture
United Kingdom
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eBay item number:364807131253
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