๐”– Scriptorium
โœฆ   LIBER   โœฆ
๐Ÿ“

Econometric Analysis of Model Selection and Model Testing

โœ Scribed by M. Ishaq Bhatti, Hatem Al-Shanfari, M. Zakir Hossain

Publisher
Routledge
Year
2006
Tongue
English
Leaves
380
Category
Library
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โœฆ Synopsis

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.

โœฆ Subjects

Comparative;Economics;Business & Money;Econometrics;Economics;Business & Money;Economics;Economic Theory;Macroeconomics;Microeconomics;Business & Finance;New, Used & Rental Textbooks;Specialty Boutique

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