ISBN: 9789814740500 - Econometric Model Specification: Consistent Model Specification Tests and Semi-nonparametric Modeling and Inference (17 results)
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Econometric Model Specification reviews and extends the studies on consistent model specification testing and semi-nonparametric modeling and inference.KlappentextrnrnEconometric Model Specification reviews and extends the author s papers on.…
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Buch. Condition: Neu. ECONOMETRIC MODEL SPECIFICATION | Bierens Herman J | Buch | Gebunden | Englisch | 2016 | World Scientific | EAN 9789814740500 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.
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Buch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Econometric Model Specification reviews and extends the author's papers on consistent model specification testing and semi-nonparametric modeling and inference. This book consists of two parts. The first part discusses consistent tests of functional form of regression and conditional distribution models, including a consistent test of the martingale difference hypothesis for time series regression errors. In the second part, semi-nonparametric modeling and inference for duration and auction models are considered, as well as a general theory of the consistency and asymptotic normality of semi-nonparametric sieve maximum likelihood estimators. Moreover, this volume also contains addendums and appendices that provide detailed proofs and extensions of all the results. It is uniquely self-contained and is a useful source for students and researchers interested in model specification issues.…
