Econometric Analysis of Model Selection and Model Testing - Rilegato

Bhatti, M. Ishaq; Al-Shanfari, Hatem

Rilegato

ISBN 10: 0754637158 ISBN 13: 9780754637158

Casa editrice: Routledge, 2006

Riassunto

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.

Su questo libro

Informazioni sull?autore

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.

Dettagli dell'edizione

• Editore: Routledge
• Data di pubblicazione: 2006
• Lingua: Inglese
• ISBN 10: 0754637158
• ISBN 13: 9780754637158
• Rilegatura: Copertina rigida
• Numero edizione: 1
• Numero di pagine: 384
• Contatto del produttore: non disponibile
• Persona responsabile: Yeepin GmbH; 492000000000; sunshine12232@outlook.com; ; Alleestr.11; Kaiserslautern; Rheinland-Pfalz; 67655; Germania