Econometric Analysis of Model Selection and Model Testing

1st Edition

M. Ishaq Bhatti, Hatem Al-Shanfari

Routledge
Published February 28, 2006
Reference - 384 Pages
ISBN 9780754637158 - CAT# Y233334

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Summary

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.

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