Econometric Analysis of Model Selection and Model Testing

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Econometric Analysis of Model Selection...

Econometric Analysis of Model Selection and Model Testing

Name: Econometric Analysis of Model Selection and Model Testing
ISBN: 9780754637158

M. Ishaq Bhatti, Hatem Al-Shanfari, M. Zakir Hossain

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In recent years econometricians have examined the problems of diagnostic testing, specification testing, semiparametric estimation and model selection. In addition researchers have considered whether to use model testing and model selection procedures to decide the models that best fit a particular dataset. This book explores both issues with application to various regression models, including the arbitrage pricing theory models. It is ideal as a reference for statistical sciences postgraduate students, academic researchers and policy makers in understanding the current status of model building and testing techniques.

వర్గాలు:

Business & Economics

సంవత్సరం:

2006

ప్రచురణకర్త:

Routledge

భాష:

english

పేజీల సంఖ్య:

384

ISBN 10:

0754637158