An edition of Econometric Model Specification (2016)

Econometric Model Specification

Consistent Model Specification Tests and Semi-Nonparametric Modeling And Inference

First edition
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Last edited by Kaustubh Chakraborty
July 25, 2020 | History
An edition of Econometric Model Specification (2016)

Econometric Model Specification

Consistent Model Specification Tests and Semi-Nonparametric Modeling And Inference

First edition
  • 1 Want to read

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.

Publish Date
Language
English
Pages
650

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Edition Availability
Cover of: Econometric Model Specification
Econometric Model Specification: Consistent Model Specification Tests and Semi-Nonparametric Modeling And Inference
December 30, 2016, 2017, World Scientific Publishing Company Pvt. Ltd.
Hardcover in English - First edition

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Book Details


Edition Notes

Published in
Hackensack, New Jersey, USA
Copyright Date
©2017

The Physical Object

Format
Hardcover
Pagination
xii, 634 pages ; 24 cm
Number of pages
650
Weight
3 pounds

ID Numbers

Open Library
OL28373526M
ISBN 10
9814740500
ISBN 13
9789814740500
OCLC/WorldCat
933420574

Links outside Open Library

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History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
July 25, 2020 Edited by Kaustubh Chakraborty Added new book
July 25, 2020 Edited by Kaustubh Chakraborty Added new cover
July 25, 2020 Created by Kaustubh Chakraborty Added new book.