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Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg Donald W K Andrews
Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg
Donald W K Andrews
The chapters in this 2005 text 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.
588 pages, 47 b/w illus. 70 tables
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | June 17, 2005 |
| ISBN13 | 9780521844413 |
| Publishers | Cambridge University Press |
| Pages | 588 |
| Dimensions | 152 × 229 × 37 mm · 932 g |
| Language | English |
| Editor | Andrews, Donald W. K. (Yale University, Connecticut) |
| Editor | Stock, James H. (Harvard University, Massachusetts) |