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  3. Identification and Inference for Econometric Models
  • Cited by 68
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    • Publisher:
      Cambridge University Press
      Publication date:
      February 2010
      June 2005
      ISBN:
      9780511614491
      9780521844413
      9780521154741
      DOI:
      https://doi.org/10.1017/CBO9780511614491
      Dimensions:
      (228 x 152 mm)
      Weight & Pages:
      1.03kg, 588 Pages
      Dimensions:
      (229 x 152 mm)
      Weight & Pages:
      0.85kg, 588 Pages
      • Subjects:
      Economics, Mathematics, Mathematical Physics, Econometrics and Mathematical Methods
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    • Selected: Digital
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    Subjects:
    Economics, Mathematics, Mathematical Physics, Econometrics and Mathematical Methods
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    Book description

    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.

    Reviews

    "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

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