Description

Unlock Expert Insights in Econometric Modeling

This comprehensive Test Bank, crafted by renowned econometricians, honors the legacy of Thomas J. Rothenberg. It covers four pivotal themes: identification, efficient estimation, asymptotic approximations, and nonparametric inference.

Key Topics and Contributions

• Identification in nonlinear models
• Inference with weak instruments
• Tests for nonstationarity in time series and panel data
• Generalized empirical likelihood estimation
• The bootstrap

With a focus on current research significance, this Test Bank provides overviews, treatments of basic conceptual issues, and advancements in existing econometric procedures.

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