In situations where a sequence of forecasts is observed, a common strategy is to examine “rationality” conditional on a given loss function. We examine this from a different perspective— supposing that we have a family of loss functions indexed by unknown shape parameters, then given the...

Part I. Identification and Efficient Estimation: 1. Incredible structural inference Thomas J. Rothenberg; 2. Structural equation models in human behavior genetics Arthur S. Goldberger; 3. Unobserved heterogeneity and estimation of average partial effects Jeffrey M. Wooldridge; 4. On specifying...