Book contents
- Frontmatter
- Contents
- List of Contributors
- Preface
- Part I Identification and Efficient Estimation
- Part II Asymptotic Approximations
- Part III Inference Involving Potentially Nonstationary Time Series
- Part IV Nonparametric and Semiparametric Inference
- 21 Nonparametric Testing of an Exclusion Restriction
- 22 Pairwise Difference Estimators for Nonlinear Models
23 - Density Weighted Linear Least Squares
Published online by Cambridge University Press: 24 February 2010
- Frontmatter
- Contents
- List of Contributors
- Preface
- Part I Identification and Efficient Estimation
- Part II Asymptotic Approximations
- Part III Inference Involving Potentially Nonstationary Time Series
- Part IV Nonparametric and Semiparametric Inference
- 21 Nonparametric Testing of an Exclusion Restriction
- 22 Pairwise Difference Estimators for Nonlinear Models
Summary
![Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'](https://static.cambridge.org/content/id/urn%3Acambridge.org%3Aid%3Abook%3A9780511614491/resource/name/firstPage-9780511614491c23_p554-573_CBO.jpg)
- Type
- Chapter
- Information
- Identification and Inference for Econometric ModelsEssays in Honor of Thomas Rothenberg, pp. 554 - 573Publisher: Cambridge University PressPrint publication year: 2005
- 6
- Cited by