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.
- Copyright:
- 2006
Book Details
- Book Quality:
- Publisher Quality
- Book Size:
- 384 Pages
- ISBN-13:
- 9781351941952
- Related ISBNs:
- 9781315257075, 9780754637158
- Publisher:
- Taylor and Francis
- Date of Addition:
- 09/03/23
- Copyrighted By:
- Routledge
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
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