Econometric analysis of model selection and model testing
Auteur :
Bhatti, M. Ishaq / Al-Shanfari, Hatem
Éditeur :
Taylor & Francis Ltd
ISBN :
9780754637158
Date de publication :
28 févr. 2006
Dimensions :
23,4 x 15,6 cm
Poids :
870 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book brings together the issues of optimal testing for misspecification in econometric modelling, the method of recent development in model selection and model testing with reference to applications in real data sets. It is ideal as a reference for statistical sciences postgraduate students, academic researchers and policy makers alike.