Econometric Analysis of Model Selection and Model Testing

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.

This book title, Econometric Analysis of Model Selection and Model Testing, ISBN: 9780754637158, by M. Ishaq Bhatti, Hatem Al-Shanfari, published by Taylor & Francis (February 28, 2006) is available in hardcover. Our minimum order quantity is 25 copies. All standard bulk book orders ship FREE in the continental USA and delivered in 4-10 business days.

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