Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg Book

1	Incredible structural inference	3
2	Structural equation models in human behavior genetics	11
3	Unobserved heterogeneity and estimation of average partial effects	27
4	On specifying graphical models for causation and the identification problem	56
5	Testing for weak instruments in linear IV regression	80
6	Asymptotic distributions of instrumental variables statistics with many instruments	109
7	Identifying a source of financial volatility	121
8	Asymptotic expansions for some semiparametric program evaluation estimators	149
9	Higher-order improvements of the parametric bootstrap for Markov processes	171
10	The performance of empirical likelihood and its generalizations	216
11	Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters	245
12	Empirical evidence concerning the finite sample performance of EL-type structural equation estimation and inference methods	282
13	How accurate is the asymptotic approximation to the distribution of realised variance?	306
14	Testing the semiparametric Box-Cox model with the bootstrap	332
15	Tests of the null hypothesis of cointegration based on efficient tests for a unit MA root	357
16	Robust confidence intervals for autoregressive coefficients near one	375
17	A unified approach to testing for stationarity and unit roots	403
18	A new look at panel testing of stationarity and the PPP hypothesis	426
19	Testing for unit roots in panel data : an exploration using real and simulated data	451
20	Forecasting in the presence of structural breaks and policy regime shifts	480
21	Nonparametric testing of an exclusion restriction	505
22	Pairwise difference estimators for nonlinear models	520
23	Density weighted linear least squares	554