Articles liés à Econometric Model Selection: A New Approach
Synopsis
This book proposes a new methodology for the selection of one (model) from among a set of alternative econometric models. Let us recall that a model is an abstract representation of reality which brings out what is relevant to a particular economic issue. An econometric model is also an analytical characterization of the joint probability distribution of some random variables of interest, which yields some information on how the actual economy works. This information will be useful only if it is accurate and precise; that is, the information must be far from ambiguous and close to what we observe in the real world Thus, model selection should be performed on the basis of statistics which summarize the degree of accuracy and precision of each model. A model is accurate if it predicts right; it is precise if it produces tight confidence intervals. A first general approach to model selection includes those procedures based on both characteristics, precision and accuracy. A particularly interesting example of this approach is that of Hildebrand, Laing and Rosenthal (1980). See also Hendry and Richard (1982). A second general approach includes those procedures that use only one of the two dimensions to discriminate among models. In general, most of the tests we are going to examine correspond to this category.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Acheter neuf
Afficher cet article
EUR 92,27
EUR 9,70 expédition depuis Allemagne vers France
Destinations, frais et délais
Résultats de recherche pour Econometric Model Selection: A New Approach
Image fournie par le vendeur
Econometric Model Selection
Edité par
Springer Netherlands, 2010
ISBN 10 : 904814051X
ISBN 13 : 9789048140510
Neuf
Couverture souple
Vendeur : moluna, Greven, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book proposes a new methodology for the selection of one (model) from among a set of alternative econometric models. Let us recall that a model is an abstract representation of reality which brings out what is relevant to a particular economic issue. A. N° de réf. du vendeur 5817917
Quantité disponible : Plus de 20 disponibles
Image d'archives
Econometric Model Selection: A New Approach (Advanced Studies in Theoretical and Applied Econometrics)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. In. N° de réf. du vendeur ria9789048140510_new
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Econometric Model Selection
Edité par
Springer Netherlands, Springer Netherlands Dez 2010, 2010
ISBN 10 : 904814051X
ISBN 13 : 9789048140510
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book proposes a new methodology for the selection of one (model) from among a set of alternative econometric models. Let us recall that a model is an abstract representation of reality which brings out what is relevant to a particular economic issue. An econometric model is also an analytical characterization of the joint probability distribution of some random variables of interest, which yields some information on how the actual economy works. This information will be useful only if it is accurate and precise; that is, the information must be far from ambiguous and close to what we observe in the real world Thus, model selection should be performed on the basis of statistics which summarize the degree of accuracy and precision of each model. A model is accurate if it predicts right; it is precise if it produces tight confidence intervals. A first general approach to model selection includes those procedures based on both characteristics, precision and accuracy. A particularly interesting example of this approach is that of Hildebrand, Laing and Rosenthal (1980). See also Hendry and Richard (1982). A second general approach includes those procedures that use only one of the two dimensions to discriminate among models. In general, most of the tests we are going to examine correspond to this category.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 276 pp. Englisch. N° de réf. du vendeur 9789048140510
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
Econometric Model Selection : A New Approach
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - This book proposes a new methodology for the selection of one (model) from among a set of alternative econometric models. Let us recall that a model is an abstract representation of reality which brings out what is relevant to a particular economic issue. An econometric model is also an analytical characterization of the joint probability distribution of some random variables of interest, which yields some information on how the actual economy works. This information will be useful only if it is accurate and precise; that is, the information must be far from ambiguous and close to what we observe in the real world Thus, model selection should be performed on the basis of statistics which summarize the degree of accuracy and precision of each model. A model is accurate if it predicts right; it is precise if it produces tight confidence intervals. A first general approach to model selection includes those procedures based on both characteristics, precision and accuracy. A particularly interesting example of this approach is that of Hildebrand, Laing and Rosenthal (1980). See also Hendry and Richard (1982). A second general approach includes those procedures that use only one of the two dimensions to discriminate among models. In general, most of the tests we are going to examine correspond to this category. N° de réf. du vendeur 9789048140510
Quantité disponible : 1 disponible(s)
Image d'archives
Econometric Model Selection
Vendeur : Books Puddle, New York, NY, Etats-Unis
Évaluation du vendeur 4 sur 5 étoiles
Etat : New. pp. 276. N° de réf. du vendeur 263070523
Quantité disponible : 4 disponible(s)
Image d'archives
Econometric Model Selection
impression à la demandeVendeur : Majestic Books, Hounslow, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. Print on Demand pp. 276 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam. N° de réf. du vendeur 5858788
Quantité disponible : 4 disponible(s)
Image d'archives
Econometric Model Selection: A New Approach (Advanced Studies in Theoretical and Applied Econometrics)
Vendeur : Revaluation Books, Exeter, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : Brand New. 274 pages. 9.25x6.10x0.63 inches. In Stock. N° de réf. du vendeur x-904814051X
Quantité disponible : 2 disponible(s)
Image d'archives
Econometric Model Selection
impression à la demandeVendeur : Biblios, Frankfurt am main, HESSE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. PRINT ON DEMAND pp. 276. N° de réf. du vendeur 183070513
Quantité disponible : 4 disponible(s)
Image d'archives
Econometric Model Selection: A New Approach (Advanced Studies in Theoretical and Applied Econometrics)
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur ABLIING23Apr0316110335659
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Econometric Model Selection
Edité par
Springer Netherlands Dez 2010, 2010
ISBN 10 : 904814051X
ISBN 13 : 9789048140510
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book proposes a new methodology for the selection of one (model) from among a set of alternative econometric models. Let us recall that a model is an abstract representation of reality which brings out what is relevant to a particular economic issue. An econometric model is also an analytical characterization of the joint probability distribution of some random variables of interest, which yields some information on how the actual economy works. This information will be useful only if it is accurate and precise; that is, the information must be far from ambiguous and close to what we observe in the real world Thus, model selection should be performed on the basis of statistics which summarize the degree of accuracy and precision of each model. A model is accurate if it predicts right; it is precise if it produces tight confidence intervals. A first general approach to model selection includes those procedures based on both characteristics, precision and accuracy. A particularly interesting example of this approach is that of Hildebrand, Laing and Rosenthal (1980). See also Hendry and Richard (1982). A second general approach includes those procedures that use only one of the two dimensions to discriminate among models. In general, most of the tests we are going to examine correspond to this category. 276 pp. Englisch. N° de réf. du vendeur 9789048140510
Quantité disponible : 2 disponible(s)