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
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
