Identification and Inference for Econometric Models
Essays in Honor of Thomas Rothenberg
Herausgeber: Andrews, Donald W. K.; Stock, James H.
Identification and Inference for Econometric Models
Essays in Honor of Thomas Rothenberg
Herausgeber: Andrews, Donald W. K.; Stock, James H.
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This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.
This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.
Produktdetails
- Produktdetails
- Verlag: Cambridge University Press
- Seitenzahl: 588
- Erscheinungstermin: 2. Juli 2010
- Englisch
- Abmessung: 229mm x 152mm x 34mm
- Gewicht: 942g
- ISBN-13: 9780521154741
- ISBN-10: 052115474X
- Artikelnr.: 31188105
- Herstellerkennzeichnung
- Libri GmbH
- Europaallee 1
- 36244 Bad Hersfeld
- gpsr@libri.de
- Verlag: Cambridge University Press
- Seitenzahl: 588
- Erscheinungstermin: 2. Juli 2010
- Englisch
- Abmessung: 229mm x 152mm x 34mm
- Gewicht: 942g
- ISBN-13: 9780521154741
- ISBN-10: 052115474X
- Artikelnr.: 31188105
- Herstellerkennzeichnung
- Libri GmbH
- Europaallee 1
- 36244 Bad Hersfeld
- gpsr@libri.de
Part I. Identification and Efficient Estimation: 1. Incredible structural
inference Thomas J. Rothenberg; 2. Structural equation models in human
behavior genetics Arthur S. Goldberger; 3. Unobserved heterogeneity and
estimation of average partial effects Jeffrey M. Wooldridge; 4. On
specifying graphical models for causation and the identification problem
David A. Freedman; 5. Testing for weak instruments in linear IV regression
James H. Stock and Motohiro Yogo; 6. Asymptotic distributions of
instrumental variables statistics with many instruments James H. Stock and
Motohiro Yogo; 7. Identifying a source of financial volatility Douglas G.
Steigerwald and Richard J. Vagnoni; Part II. Asymptotic Approximations: 8.
Asymptotic expansions for some semiparametric program evaluation estimators
Hidehiko Ichimura and Oliver Linton; 9. Higher-order improvements of the
parametric bootstrap for Markov processes Donald W. K. Andrews; 10. The
performance of empirical likelihood and its generalizations Guido W. Imbens
and Richard H. Spady; 11. Asymptotic bias for GMM and GEL estimators with
estimated nuisance parameters Whitney K. Newey, Joaquim J. S. Ramalho and
Richard J. Smith; 12. Empirical evidence concerning the finite sample
performance of EL-type structural equation estimation and inference methods
Ron C. Mittelhammer, George G. Judge and Ron Schoenberg; 13. How accurate
is the asymptotic approximation to the distribution of realised variance?
Ole E. Barndorff-Nielsen and Neil Shephard; 14. Testing the semiparametric
Box-Cox model with the bootstrap N. E. Savin and Allan H. Wurtz; Part III.
Inference Involving Potentially Nonstationary Time Series: 15. Tests of the
null hypothesis of cointegration based on efficient tests for a unit MA
root Michael Jansson; 16. Robust confidence intervals for autoregressive
coefficients near one Samuel B. Thompson; 17. A unified approach to testing
for stationarity and unit roots Andrew C. Harvey; 18. A new look at panel
testing of stationarity and the PPP hypothesis Jushan Bai and Serena Ng;
19. Testing for unit roots in panel data: an exploration using real and
simulated data Brownwyn H. Hall and Jacques Mairesse; 20. Forecasting in
the presence of structural breaks and policy regime shifts David F. Hendry
and Grayham E. Mizon; Part IV. Nonparametric and Semiparametric Inference:
21. Nonparametric testing of an exclusion restriction Peter J. Bickel,
Ya'acov Ritov and James L. Powell; 22. Pairwise difference estimators for
nonlinear models Bo E. Honoré and James L. Powell; 23. Density weighted
linear least squares Whitney K. Newey and Paul A. Ruud.
inference Thomas J. Rothenberg; 2. Structural equation models in human
behavior genetics Arthur S. Goldberger; 3. Unobserved heterogeneity and
estimation of average partial effects Jeffrey M. Wooldridge; 4. On
specifying graphical models for causation and the identification problem
David A. Freedman; 5. Testing for weak instruments in linear IV regression
James H. Stock and Motohiro Yogo; 6. Asymptotic distributions of
instrumental variables statistics with many instruments James H. Stock and
Motohiro Yogo; 7. Identifying a source of financial volatility Douglas G.
Steigerwald and Richard J. Vagnoni; Part II. Asymptotic Approximations: 8.
Asymptotic expansions for some semiparametric program evaluation estimators
Hidehiko Ichimura and Oliver Linton; 9. Higher-order improvements of the
parametric bootstrap for Markov processes Donald W. K. Andrews; 10. The
performance of empirical likelihood and its generalizations Guido W. Imbens
and Richard H. Spady; 11. Asymptotic bias for GMM and GEL estimators with
estimated nuisance parameters Whitney K. Newey, Joaquim J. S. Ramalho and
Richard J. Smith; 12. Empirical evidence concerning the finite sample
performance of EL-type structural equation estimation and inference methods
Ron C. Mittelhammer, George G. Judge and Ron Schoenberg; 13. How accurate
is the asymptotic approximation to the distribution of realised variance?
Ole E. Barndorff-Nielsen and Neil Shephard; 14. Testing the semiparametric
Box-Cox model with the bootstrap N. E. Savin and Allan H. Wurtz; Part III.
Inference Involving Potentially Nonstationary Time Series: 15. Tests of the
null hypothesis of cointegration based on efficient tests for a unit MA
root Michael Jansson; 16. Robust confidence intervals for autoregressive
coefficients near one Samuel B. Thompson; 17. A unified approach to testing
for stationarity and unit roots Andrew C. Harvey; 18. A new look at panel
testing of stationarity and the PPP hypothesis Jushan Bai and Serena Ng;
19. Testing for unit roots in panel data: an exploration using real and
simulated data Brownwyn H. Hall and Jacques Mairesse; 20. Forecasting in
the presence of structural breaks and policy regime shifts David F. Hendry
and Grayham E. Mizon; Part IV. Nonparametric and Semiparametric Inference:
21. Nonparametric testing of an exclusion restriction Peter J. Bickel,
Ya'acov Ritov and James L. Powell; 22. Pairwise difference estimators for
nonlinear models Bo E. Honoré and James L. Powell; 23. Density weighted
linear least squares Whitney K. Newey and Paul A. Ruud.
Part I. Identification and Efficient Estimation: 1. Incredible structural
inference Thomas J. Rothenberg; 2. Structural equation models in human
behavior genetics Arthur S. Goldberger; 3. Unobserved heterogeneity and
estimation of average partial effects Jeffrey M. Wooldridge; 4. On
specifying graphical models for causation and the identification problem
David A. Freedman; 5. Testing for weak instruments in linear IV regression
James H. Stock and Motohiro Yogo; 6. Asymptotic distributions of
instrumental variables statistics with many instruments James H. Stock and
Motohiro Yogo; 7. Identifying a source of financial volatility Douglas G.
Steigerwald and Richard J. Vagnoni; Part II. Asymptotic Approximations: 8.
Asymptotic expansions for some semiparametric program evaluation estimators
Hidehiko Ichimura and Oliver Linton; 9. Higher-order improvements of the
parametric bootstrap for Markov processes Donald W. K. Andrews; 10. The
performance of empirical likelihood and its generalizations Guido W. Imbens
and Richard H. Spady; 11. Asymptotic bias for GMM and GEL estimators with
estimated nuisance parameters Whitney K. Newey, Joaquim J. S. Ramalho and
Richard J. Smith; 12. Empirical evidence concerning the finite sample
performance of EL-type structural equation estimation and inference methods
Ron C. Mittelhammer, George G. Judge and Ron Schoenberg; 13. How accurate
is the asymptotic approximation to the distribution of realised variance?
Ole E. Barndorff-Nielsen and Neil Shephard; 14. Testing the semiparametric
Box-Cox model with the bootstrap N. E. Savin and Allan H. Wurtz; Part III.
Inference Involving Potentially Nonstationary Time Series: 15. Tests of the
null hypothesis of cointegration based on efficient tests for a unit MA
root Michael Jansson; 16. Robust confidence intervals for autoregressive
coefficients near one Samuel B. Thompson; 17. A unified approach to testing
for stationarity and unit roots Andrew C. Harvey; 18. A new look at panel
testing of stationarity and the PPP hypothesis Jushan Bai and Serena Ng;
19. Testing for unit roots in panel data: an exploration using real and
simulated data Brownwyn H. Hall and Jacques Mairesse; 20. Forecasting in
the presence of structural breaks and policy regime shifts David F. Hendry
and Grayham E. Mizon; Part IV. Nonparametric and Semiparametric Inference:
21. Nonparametric testing of an exclusion restriction Peter J. Bickel,
Ya'acov Ritov and James L. Powell; 22. Pairwise difference estimators for
nonlinear models Bo E. Honoré and James L. Powell; 23. Density weighted
linear least squares Whitney K. Newey and Paul A. Ruud.
inference Thomas J. Rothenberg; 2. Structural equation models in human
behavior genetics Arthur S. Goldberger; 3. Unobserved heterogeneity and
estimation of average partial effects Jeffrey M. Wooldridge; 4. On
specifying graphical models for causation and the identification problem
David A. Freedman; 5. Testing for weak instruments in linear IV regression
James H. Stock and Motohiro Yogo; 6. Asymptotic distributions of
instrumental variables statistics with many instruments James H. Stock and
Motohiro Yogo; 7. Identifying a source of financial volatility Douglas G.
Steigerwald and Richard J. Vagnoni; Part II. Asymptotic Approximations: 8.
Asymptotic expansions for some semiparametric program evaluation estimators
Hidehiko Ichimura and Oliver Linton; 9. Higher-order improvements of the
parametric bootstrap for Markov processes Donald W. K. Andrews; 10. The
performance of empirical likelihood and its generalizations Guido W. Imbens
and Richard H. Spady; 11. Asymptotic bias for GMM and GEL estimators with
estimated nuisance parameters Whitney K. Newey, Joaquim J. S. Ramalho and
Richard J. Smith; 12. Empirical evidence concerning the finite sample
performance of EL-type structural equation estimation and inference methods
Ron C. Mittelhammer, George G. Judge and Ron Schoenberg; 13. How accurate
is the asymptotic approximation to the distribution of realised variance?
Ole E. Barndorff-Nielsen and Neil Shephard; 14. Testing the semiparametric
Box-Cox model with the bootstrap N. E. Savin and Allan H. Wurtz; Part III.
Inference Involving Potentially Nonstationary Time Series: 15. Tests of the
null hypothesis of cointegration based on efficient tests for a unit MA
root Michael Jansson; 16. Robust confidence intervals for autoregressive
coefficients near one Samuel B. Thompson; 17. A unified approach to testing
for stationarity and unit roots Andrew C. Harvey; 18. A new look at panel
testing of stationarity and the PPP hypothesis Jushan Bai and Serena Ng;
19. Testing for unit roots in panel data: an exploration using real and
simulated data Brownwyn H. Hall and Jacques Mairesse; 20. Forecasting in
the presence of structural breaks and policy regime shifts David F. Hendry
and Grayham E. Mizon; Part IV. Nonparametric and Semiparametric Inference:
21. Nonparametric testing of an exclusion restriction Peter J. Bickel,
Ya'acov Ritov and James L. Powell; 22. Pairwise difference estimators for
nonlinear models Bo E. Honoré and James L. Powell; 23. Density weighted
linear least squares Whitney K. Newey and Paul A. Ruud.