Econometric Model Specification: Consistent Model Specification Tests and Semi-Nonparametric Modeling and Inference - Image 1

£92.19

World Scientific Publishing Company Econometric Model Specification: Consistent Model Specification Tests and Semi-Nonparametric Modeling and Inference

Name: Econometric Model Specification: Consistent Model Specification Tests and Semi-Nonparametric Modeling and Inference
Brand: World Scientific Publishing Company
Price: 92.19 GBP
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Econometrics

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Description

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.

Product Specifications

Brand: World Scientific Publishing Company
Format: hardcover
ASIN: 9814740500
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 21 December 2016
Listed Since: 22 December 2015

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World Scientific Publishing Company Econometric Model Specification: Consistent Model Specification Tests and Semi-Nonparametric Modeling and Inference

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