Econometric Analysis of Model Selection and Model Testing (Hardcover) (ISBN-13: 9780754637158)

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.

Author: M. Ishaq Bhatti,Hatem Al-Shanfari
ISBN-10: 0754637158
ISBN-13: 9780754637158
Publisher: Routledge
Language: English
Published: 02/28/2006
Pages: 384
Format: Hardcover

Review Citation(s):
Reference and Research Bk News 08/01/2006 pg. 109