Econometric Analysis of Model Selection and Model Testing

Bhatti M Ishaq Al-Shanfari Hatem Zakir Hossain M. Bhatti M.Ishaq

ISBN 10: 0754637158 / ISBN 13: 9780754637158

Edité par Ashgate Publishing Company, 2006

A propos de cet article

pp. 380.

N° de réf. du vendeur 184601796

Détails bibliographiques

• Titre: Econometric Analysis of Model Selection and Model Testing
• Éditeur: Ashgate Publishing Company
• Date de parution: 2006
• Langue: anglais
• ISBN à 10 chiffres: 0754637158
• ISBN à 13 chiffres: 9780754637158
• Reliure: Couverture rigide
• État de l'article: New

A propos de ce titre

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.

À propos de l?auteur

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.