دانلود کتاب Econometric Analysis of Model Selection and Model Testing

Name: Econometric Analysis of Model Selection and Model Testing
Availability: InStock
Author: M. Ishaq Bhatti
ISBN: 0754637158,9780754637158

by M. Ishaq Bhatti, Hatem Al-Shanfari, M. Zakir Hossain

عنوان فارسی: اقتصادسنجی و تحلیل انتخاب مدل و مدل تست
ناشر: Routledge
سال: 2006
زبان: انگلیسی
تعداد صفحه (نسخه چاپی - نسخه الکترونیکی): 384-380
شابک: 0754637158,9780754637158
نوع فایل: PDF دانلود نرم افزار مطالعه
حجم: 10.56 مگابایت

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جزییات کتاب

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.