eBook - ePub
Econometric Analysis of Model Selection and Model Testing
M. Ishaq Bhatti,Hatem Al-Shanfari
This is a test
- 384 pages
- English
- ePUB (mobile friendly)
- Available on iOS & Android
eBook - ePub
Econometric Analysis of Model Selection and Model Testing
M. Ishaq Bhatti,Hatem Al-Shanfari
Book details
Table of contents
Citations
About This Book
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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Information
Table of contents
- Cover
- Half Title
- Title Page
- Copyright Page
- Table of Contents
- List of Figures and Tables
- Preface
- Acknowledgements
- 1 Introduction
- 2 Testing Econometric Models
- 3 Testing for Block Effects
- 4 Model Selection Procedures
- 5 Information Criteria for Model Selection
- 6 Controlled Information Criteria for Model Selection
- 7 Arbitrage Pricing Model
- 8 Model Selection in Testing the Arbitrage Pricing Theory
- 9 Modelling the Risk Premium of Listed Stocks
- Bibliography
- Index
Citation styles for Econometric Analysis of Model Selection and Model Testing
APA 6 Citation
Bhatti, I., & Al-Shanfari, H. (2017). Econometric Analysis of Model Selection and Model Testing (1st ed.). Taylor and Francis. Retrieved from https://www.perlego.com/book/1495865/econometric-analysis-of-model-selection-and-model-testing-pdf (Original work published 2017)
Chicago Citation
Bhatti, Ishaq, and Hatem Al-Shanfari. (2017) 2017. Econometric Analysis of Model Selection and Model Testing. 1st ed. Taylor and Francis. https://www.perlego.com/book/1495865/econometric-analysis-of-model-selection-and-model-testing-pdf.
Harvard Citation
Bhatti, I. and Al-Shanfari, H. (2017) Econometric Analysis of Model Selection and Model Testing. 1st edn. Taylor and Francis. Available at: https://www.perlego.com/book/1495865/econometric-analysis-of-model-selection-and-model-testing-pdf (Accessed: 14 October 2022).
MLA 7 Citation
Bhatti, Ishaq, and Hatem Al-Shanfari. Econometric Analysis of Model Selection and Model Testing. 1st ed. Taylor and Francis, 2017. Web. 14 Oct. 2022.