1984467
9780521844413
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.Andrews, Donald W. K. is the author of 'Identification And Inference For Econometric Models Essays In Honor Of Thomas Rothenberg', published 2005 under ISBN 9780521844413 and ISBN 052184441X.
[read more]