Econometric Model Specification: Consistent Model Specification Tests And Semi-nonparametric Modeling And Inference

- Consistent Model Specification Tests and Semi-Nonparametric Modeling and Inference

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Econometric Model Specification: Consistent Model Specification Tests And Semi-nonparametric Modeling And Inference
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Format:
Bog, hardback
Udgivelsesdato:
19-04-2017
Sprog:
Engelsk
Sidetal:
700
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This book describes the effect that hydrocarbon energy (oil, gas and coal) has had on human evolution, how we got to the stage we are at today, what we are doing about it and where it will lead us in the not-too-distant future.The book is not speculation, but rather a collection of provable information based on verifiable facts which readers are encouraged to research for themselves so as to make an informed decision on how these facts will affect the future of mankind. The book covers the future of the human race, not just the decline of non-renewable resources such as oil and gas. It is designed to make people think out of the box rather than merely accept the results as they happen.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.

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Udgivelsesdato:
19-04-2017
ISBN13:
9789814740500
Vægt:
1017 g
Dybde:
40 mm
Bredde:
154 mm
Højde:
236 mm
Format:
Hardback
Forfattere
Bibliotekernes beskrivelse Describes the effect that hydrocarbon energy (oil, gas and coal) has had on human evolution, how we got to the stage we are at today, what we are doing about it and where it will lead us. This book is designed to make people think out of the box rather than merely accept the results as they happen.Econometric Model Specification reviews and extends the studies on consistent model specification testing and semi-nonparametric modeling and inference.

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