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

Bierens, Herman J

 
9789814740500: Econometric Model Specification: Consistent Model Specification Tests and Semi-Nonparametric Modeling and Inference
Couverture rigide
ISBN 10 : 9814740500 ISBN 13 : 9789814740500
Editeur : World Scientific Publishing Co Pte Ltd, 2017

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
World Scientific Publishing Co Pte Ltd
Date d'édition
2017
Langue
anglais
ISBN 10 
9814740500
ISBN 13 
9789814740500
Reliure
Relié
Nombre de pages
648
Coordonnées du fabricant
non disponible
Personne responsable
gpsr@libri.de
gpsr@libri.de

Friedensallee 273
Hamburg
22763
Allemagne