Econometric Analysis of Model Selection and Model Testing

Business & Finance, Economics, Econometrics
Cover of the book Econometric Analysis of Model Selection and Model Testing by M. Ishaq Bhatti, Hatem Al-Shanfari, Taylor and Francis
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Author: M. Ishaq Bhatti, Hatem Al-Shanfari ISBN: 9781351941952
Publisher: Taylor and Francis Publication: March 2, 2017
Imprint: Routledge Language: English
Author: M. Ishaq Bhatti, Hatem Al-Shanfari
ISBN: 9781351941952
Publisher: Taylor and Francis
Publication: March 2, 2017
Imprint: Routledge
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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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