Coverart for item
The Resource Econometric model specification : consistent model specification tests and semi-nonparametric modeling and inference, Herman J. Bierens

Econometric model specification : consistent model specification tests and semi-nonparametric modeling and inference, Herman J. Bierens

Label
Econometric model specification : consistent model specification tests and semi-nonparametric modeling and inference
Title
Econometric model specification
Title remainder
consistent model specification tests and semi-nonparametric modeling and inference
Statement of responsibility
Herman J. Bierens
Creator
Subject
Language
eng
Cataloging source
DLC
http://library.link/vocab/creatorDate
1943-
http://library.link/vocab/creatorName
Bierens, Herman J.
Illustrations
illustrations
Index
no index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/subjectName
  • Econometrics
  • Econometric models
Label
Econometric model specification : consistent model specification tests and semi-nonparametric modeling and inference, Herman J. Bierens
Instantiates
Publication
Bibliography note
Includes bibliographical references
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- Consistent model specification tests: -- Consistent 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: -- Semi-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
Control code
ocn933420574
Dimensions
24 cm
Extent
xii, 634 pages
Isbn
9789814740500
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
(OCoLC)933420574
Label
Econometric model specification : consistent model specification tests and semi-nonparametric modeling and inference, Herman J. Bierens
Publication
Bibliography note
Includes bibliographical references
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- Consistent model specification tests: -- Consistent 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: -- Semi-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
Control code
ocn933420574
Dimensions
24 cm
Extent
xii, 634 pages
Isbn
9789814740500
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
(OCoLC)933420574

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