Identification and Inference for Econometric Models - Essays in Honor of Thomas Rothenberg (Hardcover, New)

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.

General

Imprint:	Cambridge UniversityPress
Country of origin:	United Kingdom
Release date:	June 2005
First published:	2005
Editors:	Donald W.K. Andrews • James H. Stock
Dimensions:	229 x 152 x 37mm (L x W x T)
Format:	Hardcover
Pages:	588
Edition:	New
ISBN-13:	978-0-521-84441-3
Categories:	Books > Business & Economics > Economics > Econometrics > General
LSN:	0-521-84441-X
Barcode:	9780521844413

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