Econometric Model Specification: Consistent Model Specification Tests and Semi-Nonparametric Modeling and Inference - Rilegato

Bierens, Herman J.

 
9789814740500: Econometric Model Specification: Consistent Model Specification Tests and Semi-Nonparametric Modeling and Inference
Rilegato
ISBN 10: 9814740500 ISBN 13: 9789814740500
Casa editrice: World Scientific Pub Co Inc, 2017

Sinossi

Econometric Model Specification reviews and extends the studies on consistent model specification testing and semi-nonparametric modeling and inference. This book consists of four parts. The first part discusses about consistent tests of functional form of regression and conditional distribution models. The second part studies Martingale difference hypothesis for time series regression errors. In the third part, semi-nonparametric modeling and inference for duration and auction models are considered. The last part provides insights into consistency and asymptotic normality of sieve maximum likelihood estimators. Moreover, this volume also contains addendums that provide detailed proofs of all the results. It is uniquely self-contained and a useful source for students and researchers interested in model specification issues.

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Editore
World Scientific Pub Co Inc
Data di pubblicazione
2017
Lingua
Inglese
ISBN 10 
9814740500
ISBN 13 
9789814740500
Rilegatura
Copertina rigida
Numero di pagine
648
Contatto del produttore
non disponibile
Persona responsabile
gpsr@libri.de
gpsr@libri.de

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