{"product_id":"econometric-model-specification-herman-j-bierens-9789814740500","title":"Econometric Model Specification: Consistent Model Specification Tests and Semi-Nonparametric Modeling and Inference","description":"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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Herman J. Bierens\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 9814740500\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9789814740500\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e World Scientific Publishing Company\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 04\/15\/2017\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 648\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 2.25lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.10h x 6.10w x 1.50d","brand":"Herman J. Bierens","offers":[{"title":"Hardcover","offer_id":44126135517439,"sku":"9789814740500","price":235.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_fdd95f80-8a07-46f0-a741-5f4908278729.jpg?v=1687446468","url":"https:\/\/www.whiterainbookhouse.com\/products\/econometric-model-specification-herman-j-bierens-9789814740500","provider":"WR Book House","version":"1.0","type":"link"}