Identification and inference for econometric models : essays in honor of Thomas Rothenberg

摘要: Part I. Identification and Efficient Estimation: 1. Incredible structural inference Thomas J. Rothenberg 2. Structural equation models in human behavior genetics Arthur S. Goldberger 3. Unobserved heterogeneity estimation of average partial effects Jeffrey M. Wooldridge 4. On specifying graphical for causation the identification problem David A. Freedman 5. Testing weak instruments linear IV regression James H. Stock Motohiro Yogo 6. Asymptotic distributions instrumental variables statistics with many 7. Identifying a source financial volatility Douglas G. Steigerwald Richard Vagnoni II. Approximations: 8. expansions some semiparametric program evaluation estimators Hidehiko Ichimura Oliver Linton 9. Higher-order improvements parametric bootstrap Markov processes Donald W. K. Andrews 10. The performance empirical likelihood its generalizations Guido Imbens Spady 11. bias GMM GEL estimated nuisance parameters Whitney Newey, Joaquim Ramalho Smith 12. Empirical evidence concerning finite sample EL-type methods Ron C. Mittelhammer, George Judge Schoenberg 13. How accurate is asymptotic approximation to distribution realised variance? Ole E. Barndorff-Nielsen Neil Shephard 14. Box-Cox model N. Savin Allan Wurtz III. Inference Involving Potentially Nonstationary Time Series: 15. Tests null hypothesis cointegration based on efficient tests unit MA root Michael Jansson 16. Robust confidence intervals autoregressive coefficients near one Samuel B. Thompson 17. A unified approach testing stationarity roots Andrew Harvey 18. new look at panel PPP Jushan Bai Serena Ng 19. data: an exploration using real simulated data Brownwyn Hall Jacques Mairesse 20. Forecasting presence breaks policy regime shifts F. Hendry Grayham Mizon IV. Nonparametric Semiparametric Inference: 21. exclusion restriction Peter Bickel, Ya'acov Ritov L. Powell 22. Pairwise difference nonlinear Bo Honore 23. Density weighted least squares Newey Paul Ruud.