Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg - Couverture souple

 
9780521154741: Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg
Couverture souple
ISBN 10 : 052115474X ISBN 13 : 9780521154741
Editeur : Cambridge University Press, 2010

Synopsis

This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Revue de presse

"There is something here for both the econometrician and the technically oriented statistician.... I encourage those in this general area to troll the table of contents for something interesting." - Journal of the American Statistical Association

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
2010
Langue
anglais
ISBN 10 
052115474X
ISBN 13 
9780521154741
Reliure
Broché
Nombre de pages
588
Éditeur
Andrews Donald W. K.
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
France

Autres éditions populaires du même titre

9780521844413: Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg

Edition présentée

ISBN 10 :  052184441X ISBN 13 :  9780521844413
Editeur : Cambridge University Press, 2005
Couverture rigide