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Econometric Analysis Of Model Selection And Model Testing M Ishaq Bhatti

  • SKU: BELL-5857232
Econometric Analysis Of Model Selection And Model Testing M Ishaq Bhatti
$ 31.00 $ 45.00 (-31%)

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Econometric Analysis Of Model Selection And Model Testing M Ishaq Bhatti instant download after payment.

Publisher: Routledge
File Extension: PDF
File size: 10.56 MB
Pages: 384
Author: M. Ishaq Bhatti, Hatem Al-Shanfari, M. Zakir Hossain
ISBN: 9780754637158, 0754637158
Language: English
Year: 2006

Product desciption

Econometric Analysis Of Model Selection And Model Testing M Ishaq Bhatti by M. Ishaq Bhatti, Hatem Al-shanfari, M. Zakir Hossain 9780754637158, 0754637158 instant download after payment.

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.

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