Identification and Inference for Econometric Models

, by Donald W. K. Andrews

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ISBN: 9780511114045 | 0511114044
Cover: Nonspecific Binding
Copyright: 7/4/2005

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This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.

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Identification and Efficient Estimation
Incredible structural inference
Structural equation models in human behavior genetics
Unobserved heterogeneity and estimation of average partial effects
On specifying graphical models for causation and the identification problem
Testing for weak instruments in linear IV regression
Asymptotic distributions of instrumental variables statistics with many instruments
Identifying a source of financial volatility
Asymptotic Approximations
Asymptotic expansions for some semiparametric program evaluation estimators
Higher-order improvements of the parametric bootstrap for Markov processes
The performance of empirical likelihood and its generalizations
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters
Empirical evidence concerning the finite sample performance of EL-type structural equation estimation and inference methods
How accurate is the asymptotic approximation to the distribution of realised variance?
Testing the semiparametric Box-Cox model with the bootstrap
Inference Involving Potentially Nonstationary Time Series
Tests of the null hypothesis of cointegration based on efficient tests for a unit MA root
Robust confidence intervals for autoregressive coefficients near one
A unified approach to testing for stationarity and unit roots
A new look at panel testing of stationarity and the PPP hypothesis
Testing for unit roots in panel data: an exploration using real and simulated data
Forecasting in the presence of structural breaks and policy regime shifts
Nonparametric and Semiparametric Inference
Nonparametric testing of an exclusion restriction
Density weighted linear least squares
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Identification and Inference for Econometric Models

Summary

Table of Contents

Supplemental Materials

FREE SHIPPING

Rent More, Save More! Use code: BBRENTAL

5% off 1 book, 7% off 2 books, 10% off 3+ books

Identification and Inference for Econometric Models

Summary

Table of Contents

Supplemental Materials

Digital License