Econometric Analysis of Model Selection and Model Testing
Book Details
Format
Hardback
ISBN-10
0754637158
ISBN-13
9780754637158
Publisher
Taylor & Francis Ltd
Imprint
Routledge
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Feb 28th, 2006
Print length
384 Pages
Weight
870 grams
Product Classification:
Monetary economicsEconometricsEconometrics and economic statistics
KSh 9,900.00
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This book brings together the issues of optimal testing for misspecification in econometric modelling, the method of recent development in model selection and model testing with reference to applications in real data sets. It is ideal as a reference for statistical sciences postgraduate students, academic researchers and policy makers alike.
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.
Get Econometric Analysis of Model Selection and Model Testing by Hatem Al-Shanfari, M. Ishaq Bhatti at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Taylor & Francis Ltd and it has 384 pages.
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