Econometric Analysis of Model Selection And Model Testing

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9780754637158: Econometric Analysis of Model Selection And Model Testing

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.

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About the Author:

M. Ishaq Bhatti is Senior Lecturer at La Trobe University in Melbourne, Australia. Hatem Al-Shanfari and Zakir Hossain are both Assistant Professors at Sultan Qaboos University, Sultanate of Oman.

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