Identification and Asymptotic Approximations: Three Examples of Progress in Econometric Theory

摘要

The three specific research areas discussed here give a glimpse of some trends in theoretical econometrics, but they are of course not exhaustive of the progress made in the field. Browsing through outlets for econometric theory like Economet-rica, the Review of Economic Studies, the Journal of Econometrics, and Econometric Theory, among others, I came across many other "wish I'd thought of that" articles. And in the past few the years, econometric theorists have worked to extend the foundational concepts of endogeneity and causal inference to increasingly complex problems in statistical inference.