Econometric Analysis of Model Selection and Model Testing PDF (Adobe DRM) download by Hatem Al-Shanfari

Econometric Analysis of Model Selection and Model Testing

Routledge
Publication date: March 2017
ISBN: 9781351941969
Digital Book format: PDF (Adobe DRM)

Buy PDF

List price:
$54.95
Our price:
$50.99

You save: $3.96 (7%)
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.
Please sign in to review this product.
Format:
Devices:
Econometric Analysis of Model Selection and Model Testing PDF (Adobe DRM) can be read on any device that can open PDF (Adobe DRM) files.

File Size:
10750 Kb
Language:
ENG