ECONOMETRIC MODEL SPECIFICATION: Consistent Model Specification Tests and Semi-Nonparametric Modeling and Inference - Tapa dura

HERMAN J BIERENS

 
9789814740500: ECONOMETRIC MODEL SPECIFICATION: Consistent Model Specification Tests and Semi-Nonparametric Modeling and Inference
Tapa dura
ISBN 10: 9814740500 ISBN 13: 9789814740500
Editorial: World Scientific, 2017

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor

Charlotte y Peter Fiell son dos autoridades en historia, teoría y crítica del diseño y han escrito más de sesenta libros sobre la materia, muchos de los cuales se han convertido en éxitos de ventas. También han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Diseño del siglo XX, El diseño industrial de la A a la Z, Scandinavian Design y Diseño del siglo XXI.

De la contraportada

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
World Scientific
Año de publicación
2017
Idioma
Inglés
ISBN 10 
9814740500
ISBN 13 
9789814740500
Encuadernación
Tapa dura
Número de páginas
648
Contacto del fabricante
no disponible
Persona responsable
gpsr@libri.de
gpsr@libri.de

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