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

Author: Donald W K Andrews; James H Stock; Thomas J Rothenberg
Publisher: New York, NY : Cambridge University Press, 2005.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
Summary:
"This volume contains the papers presented in honor of the lifelong achievements of Thomas J. Rothenberg on the occasion of his retirement. The authors of the chapters include many of the leading econometricians of our day, and the chapters address topics of current research significance in econometric theory."--Jacket.
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Genre/Form: Kongress
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Donald W K Andrews; James H Stock; Thomas J Rothenberg
ISBN: 052184441X 9780521844413 052115474X 9780521154741
OCLC Number: 123234950
Notes: "A Festschrift in Honor of Thomas J. Rothenberg."
Description: xiii, 573 pages : illustrations ; 24 cm
Contents: 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.
Responsibility: edited by Donald W.K. Andrews, James H. Stock.
More information:

Abstract:

"This volume contains the papers presented in honor of the lifelong achievements of Thomas J. Rothenberg on the occasion of his retirement. The authors of the chapters include many of the leading econometricians of our day, and the chapters address topics of current research significance in econometric theory."--Jacket.

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