ECONOMETRIC MODEL SPECIFICATION - Bierens Herman J
-25% koodilla BOOKS
Toimitus 17-23 arkipäivässä
30 päivän palautusoikeus
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. I ... Täydellinen kuvaus
Saatat myös pitää
TOP
Unreasonable Hospitality: The Remarkable Power of Giving People More Than They Expect
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
Never Split the Difference: Negotiating as if Your Life Depended on It
-25% koodilla BOOKS
Varastossa
TOP
The 7 Habits of Highly Effective People. 30th Anniversary Edition: Powerful Lessons in Personal Change
Jim Collins, Sean Covey, Stephen R. Covey
-25% koodilla BOOKS
Varastossa
TOP
Radical Candor: Be a Kick-Ass Boss Without Losing Your Humanity
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
The Psychology of Money: Timeless Lessons on Wealth, Greed, and Happiness
-25% koodilla BOOKS
Varastossa
TOP
Atomic Habits: An Easy & Proven Way to Build Good Habits & Break Bad Ones
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
Vienna: How the City of Ideas Created the Modern World
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
The Infinity Machine: Demis Hassabis, DeepMind, and the Quest for Superintelligence
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
The Hard Thing about Hard Things: Building a Business When There Are No Easy Answers
-25% koodilla BOOKS
Varastossa
TOP
Radical Candor: Be a Kick-Ass Boss Without Losing Your Humanity
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
Co-Intelligence: Living and Working with AI
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
The First 90 Days: Proven Straegies for Getting up to Speed faster and smarter
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
Surrounded by Idiots Revised & Expanded Edition: The Four Types of Human Behavior and How to Effectively Communicate with Each in Business (and in Life)
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
The Common Good Economy: A New Compass
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
Berkshire Hathaway Letters to Shareholders: 1965-2024
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
One Up On Wall Street: How To Use What You Already Know To Make Money in the Market
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
The Effective Executive: The Definitive Guide to Getting the Right Things Done
-25% koodilla BOOKS
Toimittajalla varastossa
Kuvaus
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.
Lisätietoja
| Kirjoittaja | Bierens Herman J |
|---|---|
| Julkaisija | World Scientific |
| Julkaisuvuosi | 2016 |
| Kannen tyyppi | Kovakantinen |
| EAN | 9789814740500 |