Identification and inference for econometric models essays in honor of Thomas Rothenberg
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Cambridge [u.a.]
Cambridge Univ. Press
2010
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Datensatz im Suchindex
| _version_ | 1804143239399211008 |
|---|---|
| adam_text | Titel: Identification and inference for econometric models
Autor: Andrews, Donald W. K
Jahr: 2010
Contents
List of Contributors page vii
Preface ix
Part I. Identification and Efficient Estimation
1. Incredible Structura! Inference 3
THOMAS J. ROTHENBERG
2. Structural Equation Models in Human Behavior Genetics 11
ARTHUR S. GOLDBERGER
3. Unobserved Heterogeneity and Estimation of Average
Partial Effects 27
JEFFREY M. WOOLDRIDGE
4. On Specifying Graphical Models for Causation and the
Identification Problem 56
DAVID A. FREEDMAN
5. Testing for Weak Instruments in Linear IV Regression 80
JAMES H. STOCK AND MOTOHIRO YOGO
6. Asymptotic Distributions of Instrumental Variables
Statistics with Many Instruments 109
JAMES H. STOCK AND MOTOHIRO YOGO
7. Identifying a Source of Financial Volatility 121
DOUGLAS G. STEIGERWALD AND RICHARD
J. VAGNONI
Part II. Asymptotic Approximations
8. Asymptotic Expansions for Some Semiparametric
Program Evaluation Estimators 149
MIDEIIIKO ICHIMURA AND OLIVER LINTON
9. Higher-order Improvements of the Parametric Bootstrap
for Markov Processes 171
DONALD VV. K. ANDREWS
vi Contents
10. The Performance of Empirical Likelihood and Its
Generalizations 216
GUIDO W. IMBENS AND RICHARD H. SPADY
11. Asymptotic Bias for GMM and GEL Estimators with
Estimated Nuisance Parameters 245
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 282
RON C. MITTELHAMMER, GEORGE G. JUDGE,
AND RON SCHOENBERG
13. How Accurate is the Asymptotic Approximation to the
Distribution of Realised Variance? 306
OLE E. BARNDORFF-NIELSEN AND NEIL SHEPHARD
14. Testing the Semiparametric Box-Cox Model with the
Bootstrap 332
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 357
MICHAEL JANSSON
16. Robust Confidence Intervals for Autoregressive
Coefficients Near One 375
SAMUEL B. THOMPSON
17. A Unified Approach to Testing for Stationarity and Unit Roots 403
ANDREW C. HARVEY
18. A New Look at Panel Testing of Stationarity and the PPP
Hypothesis 426
JUSHAN BAl AND SERENA NG
19. Testing for Unit Roots in Panel Data: An Exploration
Using Real and Simulated Data 451
BROWNWYN II. HALL AND JACQUES MAIRESSE
20. Forecasting in the Presence of Structural Breaks and
Policy Regime Shifts 480
DAVID F. HENDRY AND GRAYHAM E. M1Z0N
Part IV. Nonparametric and Semiparametric Inference
21. Nonparametric Testing of an Exclusion Restriction 505
PETER J. BICKEL, Ya ACOV RITOV, AND THOMAS
M. STOKER
22. Pairwise Difference Estimators for Nonlinear Models 520
BO E. HONORÉ AND JAMES L. POWELL
23. Density Weighted Linear Least Squares 554
WHITNEY K. NEWEY AND PAUL A. RUUD
|
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| spelling | Identification and inference for econometric models essays in honor of Thomas Rothenberg ed. by Donald W. K. Andrews ... 1. paperback print. Cambridge [u.a.] Cambridge Univ. Press 2010 XIII, 573 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Ökonometrisches Modell Econometric models Ökonometrie (DE-588)4132280-0 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 2001 Berkeley Calif. gnd-content Ökonometrisches Modell (DE-588)4043212-9 s DE-604 Ökonometrie (DE-588)4132280-0 s 1\p DE-604 Andrews, Donald W. K. edt HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020547026&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Identification and inference for econometric models essays in honor of Thomas Rothenberg Ökonometrisches Modell Econometric models Ökonometrie (DE-588)4132280-0 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4043212-9 (DE-588)1071861417 |
| title | Identification and inference for econometric models essays in honor of Thomas Rothenberg |
| title_auth | Identification and inference for econometric models essays in honor of Thomas Rothenberg |
| title_exact_search | Identification and inference for econometric models essays in honor of Thomas Rothenberg |
| title_full | Identification and inference for econometric models essays in honor of Thomas Rothenberg ed. by Donald W. K. Andrews ... |
| title_fullStr | Identification and inference for econometric models essays in honor of Thomas Rothenberg ed. by Donald W. K. Andrews ... |
| title_full_unstemmed | Identification and inference for econometric models essays in honor of Thomas Rothenberg ed. by Donald W. K. Andrews ... |
| title_short | Identification and inference for econometric models |
| title_sort | identification and inference for econometric models essays in honor of thomas rothenberg |
| title_sub | essays in honor of Thomas Rothenberg |
| topic | Ökonometrisches Modell Econometric models Ökonometrie (DE-588)4132280-0 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd |
| topic_facet | Ökonometrisches Modell Econometric models Ökonometrie Konferenzschrift 2001 Berkeley Calif. |
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