ECONOMETRIC MODEL SPECIFICATION: CONSISTENT MODEL SPECIFICATION TESTS AND SEMI-NONPARAMETRIC MODELING AND INFERENCE. Cet article n’est pas disponible.
Langue : anglais
Edité par World Scientific Pub Co Inc, 2017
- Livre relié
- Neuf
Vendeur : Ria Christie Collections, Uxbridge, Royaume-UniRia Christie Collections
Vendeur AbeBooks depuis 25 mars 2015
Etat: Neuf
EUR 292,17
A propos de cet article
In English.
N° de réf. du vendeur ria9789814740500_new
- Titre
- ECONOMETRIC MODEL SPECIFICATION: CONSISTENT MODEL SPECIFICATION TESTS AND SEMI-NONPARAMETRIC MODELING AND INFERENCE
- Auteur
- Bierens Herman J
- Éditeur
- World Scientific Pub Co Inc
- Année de publication
- 2017
- État de l'article
- New
- Reliure
- Couverture rigide
- Langue
- anglais
- ISBN à 10 chiffres
- 9814740500
- ISBN à 13 chiffres
- 9789814740500
- Poids de l'article
- 1 150 grammes
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.
« Synopsis » peut appartenir à une autre édition de cet ouvrage.
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.
« A propos de ce titre » peut appartenir à une autre édition de cet ouvrage.