Identification and Inference for Econometric Models
Essays in Honor of Thomas Rothenberg
Inbunden, Engelska, 2005
Av Connecticut) Andrews, Donald W. K. (Yale University, Massachusetts) Stock, James H. (Harvard University, Donald W. K. Andrews, James H. Stock, Thomas J. Rothenberg
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Fri frakt för medlemmar vid köp för minst 249 kr.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.
Produktinformation
- Utgivningsdatum2005-06-17
- Mått152 x 229 x 37 mm
- Vikt932 g
- SpråkEngelska
- Antal sidor588
- FörlagCambridge University Press
- EAN9780521844413