{ "item_title" : "Econometric Model Specification", "item_author" : [" Herman J. Bierens "], "item_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.", "item_img_path" : "https://covers1.booksamillion.com/covers/bam/9/81/474/050/9814740500_b.jpg", "price_data" : { "retail_price" : "235.00", "online_price" : "235.00", "our_price" : "235.00", "club_price" : "235.00", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }

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