Book contents
- Frontmatter
- Contents
- Contributors
- Introduction by the Editors
- 1 Identification of Nonadditive Structural Functions
- 2 Nonadditive Models with Endogenous Regressors
- 3 Heterogeneity and Microeconometrics Modeling
- 4 Heterogeneous Choice
- 5 Modeling Heterogeneity
- 6 Inference with Weak Instruments
- 7 Empirical Likelihood Methods in Econometrics: Theory and Practice
- 8 Weak Instruments and Empirical Likelihood: A Discussion of the Papers by D. W. K. Andrews, J. H. Stock, and Y. Kitamura
- 9 Estimating Continuous-Time Models with Discretely Sampled Data
- 10 Variation, Jumps, and High-Frequency Data in Financial Econometrics
- 11 Discussion of Aït-Sahalia and Barndorff-Nielsen and Shephard
- 12 Understanding Bias in Nonlinear Panel Models: Some Recent Developments
- 13 Fixed and Random Effects in Nonlinear Panel Data Model: A Discussion of a Paper by Manuel Arellano and Jinyong Hahn
- Index
- Titles in the series
11 - Discussion of Aït-Sahalia and Barndorff-Nielsen and Shephard
Published online by Cambridge University Press: 05 January 2013
Book contents
- Frontmatter
- Contents
- Contributors
- Introduction by the Editors
- 1 Identification of Nonadditive Structural Functions
- 2 Nonadditive Models with Endogenous Regressors
- 3 Heterogeneity and Microeconometrics Modeling
- 4 Heterogeneous Choice
- 5 Modeling Heterogeneity
- 6 Inference with Weak Instruments
- 7 Empirical Likelihood Methods in Econometrics: Theory and Practice
- 8 Weak Instruments and Empirical Likelihood: A Discussion of the Papers by D. W. K. Andrews, J. H. Stock, and Y. Kitamura
- 9 Estimating Continuous-Time Models with Discretely Sampled Data
- 10 Variation, Jumps, and High-Frequency Data in Financial Econometrics
- 11 Discussion of Aït-Sahalia and Barndorff-Nielsen and Shephard
- 12 Understanding Bias in Nonlinear Panel Models: Some Recent Developments
- 13 Fixed and Random Effects in Nonlinear Panel Data Model: A Discussion of a Paper by Manuel Arellano and Jinyong Hahn
- Index
- Titles in the series
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- Advances in Economics and EconometricsTheory and Applications, Ninth World Congress, pp. 373 - 380Publisher: Cambridge University PressPrint publication year: 2007