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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.
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About the Author
M. Ishaq Bhatti is Senior Lecturer at La Trobe University in Melbourne, Australia. Hatem Al-Shanfari and M. Zakir Hossain are both Assistant Professors at Sultan Qaboos University, Sultanate of Oman.
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Econometric Analysis of Model Selection and Model Testing
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Ashgate Publishing Company, 2006
ISBN 10: 0754637158
ISBN 13: 9780754637158
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Econometric Analysis of Model Selection and Model Testing
Published by
Ashgate Publishing Company, 2006
ISBN 10: 0754637158
ISBN 13: 9780754637158
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Econometric Analysis of Model Selection and Model Testing
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Econometric Analysis of Model Selection and Model Testing
Published by
Ashgate Publishing Company, 2006
ISBN 10: 0754637158
ISBN 13: 9780754637158
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Hardcover
Seller: Biblios, Frankfurt am main, HESSE, Germany
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Bhatti, M: Econometric Analysis of Model Selection and Model
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Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. M. Ishaq Bhatti is Senior Lecturer at La Trobe University in Melbourne, Australia. Hatem Al-Shanfari and M. Zakir Hossain are both Assistant Professors at Sultan Qaboos University, Sultanate of Oman.In recent years econometricians have examined the prob. Seller Inventory # 594952802
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Econometric Analysis of Model Selection and Model Testing
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