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Contributors | p. ix |
Introduction | p. xi |
Identification of Nonadditive Structural Functions | p. 1 |
Nonadditive Models with Endogenous Regressors | p. 17 |
Heterogeneity and Microeconometrics Modeling | p. 47 |
Heterogeneous Choice | p. 75 |
Modeling Heterogeneity | p. 111 |
Inference with Weak Instruments | p. 122 |
Empirical Likelihood Methods in Econometrics: Theory and Practice | p. 174 |
Weak Instruments and Empirical Likelihood: A Discussion of the Papers by D. W. K. Andrews, J. H. Stock, and Y. Kitamura | p. 238 |
Estimating Continuous-Time Models with Discretely Sampled Data | p. 261 |
Variation, Jumps, and High-Frequency Data in Financial Econometrics | p. 328 |
Discussion of Ait-Sahalia and Barndorff-Nielsen and Shephard | p. 373 |
Understanding Bias in Nonlinear Panel Models: Some Recent Developments | p. 381 |
Fixed and Random Effects in Nonlinear Panel Data Model: A Discussion of a Paper by Manuel Arellano and Jinyong Hahn | p. 410 |
Index | p. 413 |
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