Identification and inference for econometric models: essays in honor of thomas rothenberg
Éditeur :
Cambridge University Press
ISBN :
9780521844413
Date de publication :
17 juin 2005
Dimensions :
22,9 x 15,2 x 3,7 cm
Poids :
1030 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.