Identification and Inference for Econometric Models
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Published By Cambridge University Press

9780521844413, 9780511614491, 9780521154741

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A New Look at Panel Testing of Stationarity and the PPP Hypothesis

Identification and Inference for Econometric Models ◽

10.1017/cbo9780511614491.019 ◽

2005 ◽

pp. 426-450 ◽

Author(s):

Jushan Bai ◽

Serena Ng

Keyword(s):

Panel Testing ◽

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The Performance of Empirical Likelihood and Its Generalizations

Identification and Inference for Econometric Models ◽

10.1017/cbo9780511614491.011 ◽

2005 ◽

pp. 216-244 ◽

Author(s):

Guido W. Imbens ◽

Richard H. Spady

Keyword(s):

Empirical Likelihood

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Pairwise Difference Estimators for Nonlinear Models

Identification and Inference for Econometric Models ◽

10.1017/cbo9780511614491.023 ◽

2005 ◽

pp. 520-553 ◽

Author(s):

Bo E. Honoré ◽

James L. Powell

Keyword(s):

Nonlinear Models

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Unobserved Heterogeneity and Estimation of Average Partial Effects

Identification and Inference for Econometric Models ◽

10.1017/cbo9780511614491.004 ◽

2005 ◽

pp. 27-55 ◽

Author(s):

Jeffrey M. Wooldridge

Keyword(s):

Unobserved Heterogeneity ◽

Partial Effects ◽

Average Partial Effects

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Identifying a Source of Financial Volatility

Identification and Inference for Econometric Models ◽

10.1017/cbo9780511614491.008 ◽

2005 ◽

pp. 121-146

Author(s):

Douglas G. Steigerwald ◽

Richard J. Vagnoni

Keyword(s):

Financial Volatility

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Testing for Unit Roots in Panel Data: An Exploration Using Real and Simulated Data

Identification and Inference for Econometric Models ◽

10.1017/cbo9780511614491.020 ◽

2005 ◽

pp. 451-479 ◽

Author(s):

Brownwyn H. Hall ◽

Jacques Mairesse

Keyword(s):

Simulated Data ◽

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Structural Equation Models in Human Behavior Genetics

Identification and Inference for Econometric Models ◽

10.1017/cbo9780511614491.003 ◽

2005 ◽

pp. 11-26

Author(s):

Arthur S. Goldberger

Keyword(s):

Human Behavior ◽

Structural Equation ◽

Structural Equation Models ◽

Behavior Genetics

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Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators

Identification and Inference for Econometric Models ◽

10.1017/cbo9780511614491.009 ◽

2005 ◽

pp. 149-170 ◽

Author(s):

Hidehiko Ichimura ◽

Oliver Linton

Keyword(s):

Program Evaluation ◽

Asymptotic Expansions

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A Unified Approach to Testing for Stationarity and Unit Roots

Identification and Inference for Econometric Models ◽

10.1017/cbo9780511614491.018 ◽

2005 ◽

pp. 403-425 ◽

Author(s):

Andrew C. Harvey

Keyword(s):

Unified Approach

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Preface

Identification and Inference for Econometric Models ◽

10.1017/cbo9780511614491.001 ◽

2005 ◽

pp. ix-xiv

Author(s):

Donald W. K. Andrews ◽

James H. Stock

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