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:: Econometric Analysis Of Model Selection And Model Testing ::

 
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MessagePosté le: Dim 9 Juil - 08:12 (2017)    Sujet du message: Econometric Analysis Of Model Selection And Model Testing Répondre en citant


Econometric Analysis of Model Selection and Model Testing
by M. Ishaq Bhatti
rating: ( reviews)


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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.


Details:
rank:
price: $149.95
bound: 384 pages
publisher: Routledge (March 2, 2017)
lang: English
asin: B06XDQRP5Q
isbn:
weight:
filesize: 11876 KB



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