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Details

Autor(en) / Beteiligte
Titel
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
Ort / Verlag
Cambridge : Cambridge University Press
Erscheinungsjahr
2005
Beschreibungen/Notizen
  • 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.
Sprache
Englisch
Identifikatoren
ISBN: 9780511614491
DOI: 10.1017/CBO9780511614491
Titel-ID: 9925085762706463
Format
1 Online-Ressource (xiii, 573 Seiten)
Schlagworte
Econometric models