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

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;

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• Econometria

Consistent Tests, Integrated Conditional Moment Tests, Parametric Regression Models, Parametric Conditional Distribution Models, Martingale Difference Hypothesis, Semi-Nonparametric Models, Duration Models, Auction Models, Sieve Estimators, Consistency of Sieve Estimators, Asymptotic Normality of Sieve Estimators