{"product_id":"econometric-model-specification-consistent-model-specification-tests-and-semi-nonparametric-modeling-and-inference-9789814740500","title":"Econometric Model Specification: Consistent Model","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eEconometric 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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003eIntroduction; Consistent Model Specification Tests:\tConsistent Tests of Functional Form of Regression Models: the I.i.d. Case; Consistent Tests of Functional Form of Regression Models: the Time Series Case; A Consistent Conditional Moment Test of Functional Form; Asymptotic Theory of Integrated Conditional Moment Tests; Asymptotic Theory of Integrated Conditional Moment Tests; Semi-Nonparametric Modeling and Inference:\tSemi-Nonparametric Interval-Censored Mixed Proportional Hazard Models; Semi-Nonparametric Competing Risks Analysis of Recidivism; Semi-Nonparametric Auction Models; Consistency and Asymptotic Normality of Sieve ML Estimators Under Low-Level Conditions;","brand":"World Scientific Publishing Co Pte Ltd","offers":[{"title":"Default Title","offer_id":51047496319319,"sku":"9789814740500","price":184.5,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9789814740500.jpg?v=1750971748","url":"https:\/\/bookcurl.com\/products\/econometric-model-specification-consistent-model-specification-tests-and-semi-nonparametric-modeling-and-inference-9789814740500","provider":"Book Curl","version":"1.0","type":"link"}