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Hardcover Econometric Model Specification: Consistent Model Specification Tests and Semi-Nonparametric Modeling and Inference Book
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ISBN: 9814740500

ISBN13: 9789814740500

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

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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...

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Format: Hardcover

Condition: New

$235.00
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Business Business & Investing Math Mathematics Science & Math

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