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
Resource Information
The item Econometric model specification : consistent model specification tests and semi-nonparametric modeling and inference, Herman J. Bierens represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.This item is available to borrow from 1 library branch.
Resource Information
The item Econometric model specification : consistent model specification tests and semi-nonparametric modeling and inference, Herman J. Bierens represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.
This item is available to borrow from 1 library branch.
- Language
- eng
- Extent
- xii, 634 pages
- 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
- Isbn
- 9789814740500
- 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
- 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
- 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
- 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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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/portal/Econometric-model-specification--consistent/QJr6NzZHqbM/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/Econometric-model-specification--consistent/QJr6NzZHqbM/">Econometric model specification : consistent model specification tests and semi-nonparametric modeling and inference, Herman J. Bierens</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/portal/Econometric-model-specification--consistent/QJr6NzZHqbM/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/Econometric-model-specification--consistent/QJr6NzZHqbM/">Econometric model specification : consistent model specification tests and semi-nonparametric modeling and inference, Herman J. Bierens</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>