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 ... Read More
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. Read Less
Add this copy of Econometric Model Specification: Consistent Model to cart. $128.92, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 2017 by World Scientific Publishing Company.
Add this copy of Econometric Model Specification: Consistent Model to cart. $129.13, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 2017 by World Scientific Publishing Company.
Add this copy of Econometric Model Specification: Consistent Model to cart. $130.13, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 2017 by World Scientific Publishing Company.
Add this copy of Econometric Model Specification: Consistent Model to cart. $136.38, new condition, Sold by Basi6 International rated 5.0 out of 5 stars, ships from Irving, TX, UNITED STATES, published 2017 by World Scientific Publishing Company.
Add this copy of Econometric Model Specification: Consistent Model to cart. $137.00, new condition, Sold by discount_scientific_books rated 5.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES, published 2017 by World Scientific Publishing Company.
Add this copy of Econometric Model Specification: Consistent Model to cart. $137.38, new condition, Sold by Basi6 International rated 5.0 out of 5 stars, ships from Irving, TX, UNITED STATES, published 2017 by World Scientific Publishing Company.
Add this copy of Econometric Model Specification: Consistent Model to cart. $163.98, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 2017 by World Scientific Publishing Company.
Add this copy of Econometric Model Specification: Consistent Model to cart. $165.11, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 2017 by World Scientific Publishing Company.
Add this copy of Econometric Model Specification: Consistent Model to cart. $169.27, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 2017 by World Scientific Publishing Company.
Add this copy of Econometric Model Specification: Consistent Model to cart. $175.53, new condition, Sold by Basi6 International rated 5.0 out of 5 stars, ships from Irving, TX, UNITED STATES, published 2017 by World Scientific Publishing Company.
