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Identification and Inference for Econometric Models : Essays in Honor of Thomas Rothenberg. 計量経済学モデルのための識別と推論
・ISBN 978-0-521-84441-3 2005 hard GB£ 110.00
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・ISBN 978-0-521-15474-1 2010 paper GB£ 57.00
￥18,057.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
お気に入り
★★★
電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-0-511-61449-1
| 著者・編者 | Andrews, Donald W. K. / Stock, J. H. (eds.), |
|---|---|
| 出版社 | (Cambridge U. Pr., UK) |
| ページ数 | 573 pp. |
| 言語 | ENG |
| ニュース番号 | ＜520-192＞ |
解説
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.