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Books > Business & Economics > Economics > Econometrics

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Econometric Analysis of Model Selection and Model Testing (Hardcover, New Ed) Loot Price: R1,344

Discovery Miles 13 440

Repayment Terms: R126 pm x 12*

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Econometric Analysis of Model Selection and Model Testing (Hardcover, New Ed): M. Ishaq Bhatti, Hatem Al-Shanfari

Econometric Analysis of Model Selection and Model Testing (Hardcover, New Ed)

M. Ishaq Bhatti, Hatem Al-Shanfari

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Loot Price R1,344 Discovery Miles 13 440 | Repayment Terms: R126 pm x 12*

Expected to ship within 12 - 17 working days

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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.

General

Imprint:	Ashgate Publishing Limited
Country of origin:	United Kingdom
Release date:	February 2006
First published:	2006
Authors:	M. Ishaq Bhatti • Hatem Al-Shanfari
Dimensions:	234 x 156mm (L x W)
Format:	Hardcover
Pages:	384
Edition:	New Ed
ISBN-13:	978-0-7546-3715-8
Categories:	Books > Business & Economics > Economics > Macroeconomics > Monetary economics Books > Business & Economics > Economics > Econometrics > General Promotions
LSN:	0-7546-3715-8
Barcode:	9780754637158