Identification and Inference for Econometric Models by Donald W. K. Andrews
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Identification and Inference for Econometric Models
By Donald W. K. Andrews

Identification and Inference for Econometric Models

Essays in Honor of Thomas Rothenberg

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Format: Hardback

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Identification and Inference for Econometric Models by Donald W. K. Andrews

Book Description

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.

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Book Details

ISBN: 9780521844413
ISBN-10: 052184441X
Format: Hardback
(228mm x 152mm x 37mm)
Pages: 588
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 17-Jun-2005
Country of Publication: United Kingdom

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Books By Author Donald W. K. Andrews

Identification and Inference for Econometric Models by Donald W. K. Andrews Identification and Inference for Econometric Models, Paperback (June 2010)

This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.

» View all books by Donald W. K. Andrews

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Author Biography - Donald W. K. Andrews

Donald W. K. Andrews is the William K. Lanman Jr. Professor of Economics in the Department of Economics at Yale University. The author of more than 70 professional publications, Professor Andrews is a Fellow of the Econometric Society, former co-editor of the journal Econometric Theory, and is a Fellow of the Journal of Econometrics. He did his graduate work at the University of California, Berkeley, where he obtained an MA in Statistics and a PhD from the Economics Department under the supervision of Peter J. Bickel and Thomas J. Rothenberg. James H. Stock is Professor of Economics in the Department of Economics at Harvard University. Previously he was the Roy E. Larson Professor of Political Economy at the Kennedy School of Government, Harvard, and Professor of Economics at the University of California, Berkeley. He has written more than 90 professional publications, including a popular undergraduate econometrics textbook (co-authored by Mark Watson). He is a Fellow of the Econometric Society, the former chair of the Board of Editors of The Review of Economics and Statistics, and is a Research Associate of the National Bureau of Economic Research. Stock did his graduate work at the University of California, Berkeley, where he obtained an MA in Statistics and a PhD from the Economics Department under the supervision of Thomas J. Rothenberg.

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