Publisher Description

This 2005 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. The chapters cover four themes: identification and efficient estimation in econometrics, asymptotic approximations to the distributions of econometric estimators and tests, inference involving potentially nonstationary time series, such as processes that might have a unit autoregressive root, and nonparametric and semiparametric inference. Several of the chapters provide overviews and treatments of basic conceptual issues, while others advance our understanding of the properties of existing econometric procedures and/or propose others. Specific topics include identification in nonlinear models, inference with weak instruments, tests for nonstationary in time series and panel data, generalized empirical likelihood estimation, and the bootstrap.

Back Cover

Since the first endovascular repair of abdominal aortic aneurysm was reported in the early 1990s, there has been an explosion in the volume and complexity of endovascular and hybrid procedures for the treatment of aortic diseases. Endovascular techniques and technologies have evolved from the initial devices that allowed treatment of only the most straightforward infrarenal aneurysms with appropriately long and straight necks to the scenario that pertains today, wherein a customized endovascular solution is almost always available for even the most complex aortic aneurysm. There is growing evidence in favor of the endovascular treatment of these aneurysms, which extend above the visceral aortic segment, as well as for the treatment of thoracic aortic dissection and aneurysm. These new endoaortic surgical procedures have been proven to shorten hospitalization, reduce morbidity and mortality, speed recovery, and hasten return to normal life, while their evolution and conceptual design would obviously not be possible without the simultaneous explosion in medical imaging technologies that has taken place over a similar time period. The Atlas of Advanced Endoaortic Surgery has been compiled to engage its readers in a comprehensive yet concise manner, with numerous illustrations of real clinical cases. It provides a useful tool for practitioners as they plan and execute treatment of patients with these various aortic pathologies, and serves as a useful reference as this segment of the field continues to evolve.

Table of Contents

Part I. Identification and Efficient Estimation: 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; Part II. Asymptotic Approximations: 8. Asymptotic expansions for some semiparametric program evaluation estimators Hidehiko Ichimura and Oliver Linton; 9. Higher-order improvements of the parametric bootstrap for Markov processes Donald W. K. Andrews; 10. The performance of empirical likelihood and its generalizations Guido W. Imbens and Richard H. Spady; 11. Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters Whitney K. Newey, Joaquim J. S. Ramalho and Richard J. Smith; 12. Empirical evidence concerning the finite sample performance of EL-type structural equation estimation and inference methods Ron C. Mittelhammer, George G. Judge and Ron Schoenberg; 13. How accurate is the asymptotic approximation to the distribution of realised variance? Ole E. Barndorff-Nielsen and Neil Shephard; 14. Testing the semiparametric Box-Cox model with the bootstrap N. E. Savin and Allan H. Wurtz; Part III. Inference Involving Potentially Nonstationary Time Series: 15. Tests of the null hypothesis of cointegration based on efficient tests for a unit MA root Michael Jansson; 16. Robust confidence intervals for autoregressive coefficients near one Samuel B. Thompson; 17. A unified approach to testing for stationarity and unit roots Andrew C. Harvey; 18. A new look at panel testing of stationarity and the PPP hypothesis Jushan Bai and Serena Ng; 19. Testing for unit roots in panel data: an exploration using real and simulated data Brownwyn H. Hall and Jacques Mairesse; 20. Forecasting in the presence of structural breaks and policy regime shifts David F. Hendry and Grayham E. Mizon; Part IV. Nonparametric and Semiparametric Inference: 21. Nonparametric testing of an exclusion restriction Peter J. Bickel, Ya'acov Ritov and James L. Powell; 22. Pairwise difference estimators for nonlinear models Bo E. Honoré and James L. Powell; 23. Density weighted linear least squares Whitney K. Newey and Paul A. Ruud.

Review

"There is something here for both the econometrician and the technically oriented statistician.... I encourage those in this general area to troll the table of contents for something interesting." - Journal of the American Statistical Association

Promotional

This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.

Review Quote

"There is something here for both the econometrician and the technically oriented statistician.... I encourage those in this general area to troll the table of contents for something interesting." - Journal of the American Statistical Association

Promotional "Headline"

This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.

Description for Bookstore

The chapters in this 2005 text cover four themes: identification and efficient estimation in econometrics, asymptotic approximations to the distributions of econometric estimators and tests, inference involving potentially nonstationary time series, such as processes that might have a unit autoregressive root, and nonparametric and semiparametric inference.

Description for Library

The chapters in this 2005 text cover four themes: identification and efficient estimation in econometrics, asymptotic approximations to the distributions of econometric estimators and tests, inference involving potentially nonstationary time series, such as processes that might have a unit autoregressive root, and nonparametric and semiparametric inference.

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