ECONOMETRIC MODEL SPECIFICATION: CONSISTENT MODEL SPECIFICATION TESTS AND SEMI-NONPARAMETRIC MODELING AND INFERENCE:CONSISTENT MODEL SPECIFICATION TESTS AND SEMI-NONPARAMETRIC MODELING AND INFERENCE

计量经济模型规范:一致性模型测试规范和半非参数化建模与推理

运筹学

原   价:
2534.00
售   价:
1900.00
发货周期:预计3-5周发货
作      者
出  版 社
出版时间
2016年12月30日
装      帧
精装
ISBN
9789814740500
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页      码
648
语      种
英文
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图书简介
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. Key Features: ○ Reviews and extends studies on consistent model specification testing and semi-nonparametric modeling and inference ○ Consists of addendums that provide additional proofs and new results ○ Uniquely self-contained and useful source for graduate students and researchers in econometrics
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