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Econometric Analysis of Model Selection and Model Testing

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Econometric Analysis of Model Selection and Model Testing

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Econometric Analysis of Model Selection and Model Testing by M.Ishaq Bhatti
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Description

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 Biography

M. Ishaq Bhatti is Senior Lecturer at La Trobe University in Melbourne, Australia. Hatem Al-Shanfari and M. Zakir Hossain are both Assistant Professors at Sultan Qaboos University, Sultanate of Oman.
Release date Australia
February 28th, 2006
Country of Publication
United Kingdom
Imprint
Ashgate Publishing Limited
Pages
384
ISBN-13
9780754637158
Product ID
3887795

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