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Econometric Analysis of Model Selection and Model Testing

Om Econometric Analysis of Model Selection and Model Testing

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.

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  • Språk:
  • Engelska
  • ISBN:
  • 9780754637158
  • Format:
  • Inbunden
  • Sidor:
  • 384
  • Utgiven:
  • 28 Februari 2006
  • Mått:
  • 156x234x0 mm.
  • Vikt:
  • 870 g.
Leveranstid: 2-4 veckor
Förväntad leverans: 29 Oktober 2024

Beskrivning av Econometric Analysis of Model Selection and Model Testing

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.

Användarnas betyg av Econometric Analysis of Model Selection and Model Testing



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