Econometric Theory and Practice: Frontiers of Analysis and Applied Research

Econometric Theory and Practice: Frontiers of Analysis and Applied Research

by Dean Corbae
     
 

These 2006 essays explore important theoretical and applied advances in econometrics.See more details below

Overview

These 2006 essays explore important theoretical and applied advances in econometrics.

Product Details

ISBN-13:
9780521184304
Publisher:
Cambridge University Press
Publication date:
12/23/2010
Edition description:
New Edition
Pages:
384
Product dimensions:
6.00(w) x 8.90(h) x 1.00(d)

Related Subjects

Table of Contents

Part I. Higher-Order Asymptotics: 1. Edgeworth expansions for the wald and GMM statistics for nonlinear restrictions Bruce E. Hansen; 2. Moment selection and bias reduction for GMM in conditionally heteroskedastic models Guido M. Kuersteiner; Part II. Deficient Instruments: 3. Specification tests with instrumental variables and rank deficiency Yuichi Kitamura; 4. Asymptotic normality of single-equation estimators for the case with a large number of weak instruments John C. Chao and Norman R. Swanson; 5. Inference in partially identified instrumental variables regression with weak instruments Eric Zivot; Part III. Nonstationarity: 6. Extracting cycles from nonstationary data Dean Corbae and Sam Ouliaris; 7. Nonstationary nonlinearity: an outlook for new opportunities Joon Y. Park; 8. Multiple structural change models: a simulation analysis Jushan Bai and Pierre Perron; Part IV. LAD and Quantile Regression: 9. On efficient, robust and adaptive estimation in cointegrated models Douglas J. Hodgson; 10. Testing stationarity using m-estimation Roger Koenker and Zhijie Xiao; 11. Consistent specification testing for quantile regression models Yoon-Jae Whang; Part V. Nonstationary Panels: 12. Combination unit root tests for cross-sectionally correlated panels In Choi; 13. Nonlinear IV panel unit root tests Yoosoon Chang.

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