Econometric Analysis of Model Selection and Model Testing

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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.

Book details

Author:
M. Ishaq Bhatti, Hatem Al-Shanfari
ISBN:
9781351941969
Related ISBNs:
9781315257075, 9780754637158
Publisher:
Taylor and Francis
Pages:
384
Reading age:
Not specified
Includes images:
No
Date of addition:
2023-09-04
Usage restrictions:
Copyright
Copyright date:
2006
Copyright by:
N/A 
Adult content:
No
Language:
English
Categories:
Business and Finance, Mathematics and Statistics, Nonfiction