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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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