Identification and Inference for Econometric Models Hardback: Essays in Honor of Thomas Rothenberg - Tapa dura

Andrews; Stock

 
9780521844413: Identification and Inference for Econometric Models Hardback: Essays in Honor of Thomas Rothenberg
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ISBN 10: 052184441X ISBN 13: 9780521844413
Editorial: Cambridge University Press, 2005

Sinopsis

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.

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Acerca del autor

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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Editorial
Cambridge University Press
Año de publicación
2005
Idioma
Inglés
ISBN 10 
052184441X
ISBN 13 
9780521844413
Encuadernación
Tapa dura
Número de páginas
588
Contacto del fabricante
no disponible
Persona responsable
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
Francia

Otras ediciones populares con el mismo título

9780521154741: Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg

Edición Destacada

ISBN 10:  052115474X ISBN 13:  9780521154741
Editorial: Cambridge University Press, 2010
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