Advances in Economics and Econometrics: Theory and Applications, Ninth World Congress

doi:10.1017/CBO9780511607547

Advances in Economics and Econometrics

Theory and Applications, Ninth World Congress

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Carrasco, Marine and Chaudhuri, Saraswata 2025. Weak Identification Robust Tests for Subvectors Using Implied Probabilities. Entropy, Vol. 27, Issue. 4, p. 396.

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Volume 3
Edited by Richard Blundell, University College London, Whitney Newey, Massachusetts Institute of Technology, Torsten Persson, Stockholms Universitet

Publisher:: Cambridge University Press
Online publication date:: January 2013
Print publication year:: 2007
Online ISBN:: 9780511607547
DOI:: https://doi.org/10.1017/CBO9780511607547

Subjects:: Economics, Mathematics, Economics: General Interest, Econometrics and Mathematical Methods, Mathematical Modeling and Methods
Series:: Econometric Society Monographs (43)

US$55.65

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This is the third book of three volumes containing edited versions of papers and a commentary presented at the Ninth World Congress of the Econometric Society, held in London in August 2005. The papers summarise and interpret key developments, and they discuss future directions for a wide variety of topics in economics and econometrics. The papers cover both theory and applications. Written by leading specialists in their fields, these volumes provide a unique survey of progress in the discipline.

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Advances in Economics and Econometrics

Theory and Applications, Ninth World Congress

This Book has been cited by the following publications. This list is generated based on data provided by Crossref.

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Contents

Frontmatter
pp i-vi

Contents
pp vii-viii

Contributors
pp ix-x

Introduction by the Editors
pp xi-xx

1 - Identification of Nonadditive Structural Functions
pp 1-16

2 - Nonadditive Models with Endogenous Regressors
pp 17-46

3 - Heterogeneity and Microeconometrics Modeling
pp 47-74

4 - Heterogeneous Choice
pp 75-110

5 - Modeling Heterogeneity
pp 111-121

6 - Inference with Weak Instruments
pp 122-173

7 - Empirical Likelihood Methods in Econometrics: Theory and Practice
pp 174-237

8 - Weak Instruments and Empirical Likelihood: A Discussion of the Papers by D. W. K. Andrews, J. H. Stock, and Y. Kitamura
pp 238-260

9 - Estimating Continuous-Time Models with Discretely Sampled Data
pp 261-327

10 - Variation, Jumps, and High-Frequency Data in Financial Econometrics
pp 328-372

11 - Discussion of Aït-Sahalia and Barndorff-Nielsen and Shephard
pp 373-380

12 - Understanding Bias in Nonlinear Panel Models: Some Recent Developments
pp 381-409

13 - Fixed and Random Effects in Nonlinear Panel Data Model: A Discussion of a Paper by Manuel Arellano and Jinyong Hahn
pp 410-412

Index
pp 413-419

Titles in the series
pp 420-420

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Advances in Economics and Econometrics

Theory and Applications, Ninth World Congress

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