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