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Description - Econometric Analysis of Model Selection and Model Testing by M. Ishaq Bhatti

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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Book Details

ISBN: 9780754637158
ISBN-10: 0754637158
Format: Hardback
(234mm x 156mm x mm)
Pages: 384
Imprint: Ashgate Publishing Limited
Publisher: Taylor & Francis Ltd
Publish Date: 28-Feb-2006
Country of Publication: United Kingdom

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Author Biography - M. Ishaq Bhatti

M. Ishaq Bhatti is Senior Lecturer at La Trobe University in Melbourne, Australia. Hatem Al-Shanfari and M. Zakir Hossain are both Assistant Professors at Sultan Qaboos University, Sultanate of Oman.

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