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Econometric Analysis of Model Selection and Model Testing

Gebonden Engels 2006 1e druk 9780754637158
€ 54,94
Levertijd ongeveer 11 werkdagen
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Samenvatting

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.

Specificaties

ISBN13:9780754637158
Taal:Engels
Bindwijze:Gebonden
Aantal pagina's:384
Druk:1

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€ 54,94
Levertijd ongeveer 11 werkdagen
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          Econometric Analysis of Model Selection and Model Testing