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Econometric Analysis of Model Selection and Model Testing. モデル選択とモデル実験の計量経済学的分析
・ISBN 978-0-7546-3715-8 hard GB£ 51.99
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★★★
電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-1-315-25707-5
| 著者・編者 | Bhatti, M. Ishaq / Al-Shanfari, H. / Hossain, M. Z., |
|---|---|
| 出版社 | (Ashgate, UK) |
| 出版年月 | 2006 |
| ページ数 | 384 pp. |
| 言語 | ENG |
| ニュース番号 | ＜525-186＞ |
解説
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.