Econometric Analysis of Model Selection and Model Testing
-15%
portes grátis
Econometric Analysis of Model Selection and Model Testing
Bhatti, M. Ishaq; Al-Shanfari, Hatem; Hossain, M. Zakir
Taylor & Francis Ltd
02/2006
384
Dura
Inglês
9780754637158
15 a 20 dias
Econometricians have examined the problems of diagnostic testing, specification testing, semiparametric estimation, and model selection. 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 these issues.
Contents: Introduction; Testing econometric models; Testing for block effects; Model selection procedures; Information criteria for model selection; Controlled information criteria for model selection; Arbitrage pricing model; Model selection in testing the arbitrage pricing theory; Modelling the risk premium of listed stocks; Bibliography; Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Econometricians have examined the problems of diagnostic testing, specification testing, semiparametric estimation, and model selection. 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 these issues.
Contents: Introduction; Testing econometric models; Testing for block effects; Model selection procedures; Information criteria for model selection; Controlled information criteria for model selection; Arbitrage pricing model; Model selection in testing the arbitrage pricing theory; Modelling the risk premium of listed stocks; Bibliography; Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
