{"product_id":"econometric-model-specification-consistent-model-specification-tests-and-semi-nonparametric-modeling-and-inference","title":"Econometric Model Specification: Consistent Model Specification Tests And Semi-nonparametric Modeling And Inference","description":"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.","brand":"World Scientific Publishing Co Pte Ltd","offers":[{"title":"Default Title","offer_id":54235129741656,"sku":"9789814740500","price":254.2,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0278\/1295\/4195\/files\/9789814740500.jpg?v=1777260622","url":"https:\/\/agendabookshop.com\/products\/econometric-model-specification-consistent-model-specification-tests-and-semi-nonparametric-modeling-and-inference","provider":"Agenda Bookshop","version":"1.0","type":"link"}