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
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!