Identification and Inference for Econometric Models - Essays in Honor of Thomas Rothenberg - - Paperback Bog - Cambridge University Press - 2010 -
Brand: Cambridge University Press
Description
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.
