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Econometric Analysis of Model Selection and Model Testing

M. Ishaq BhattiHatem Al-ShanfariM. Zakir Hossain

出版	Ashgate Publishing, Ltd., 2006
主題	Business & Economics / Economics / Comparative
ISBN	07546371589780754637158
URL	http://books.google.com.hk/books?id=iR8P6FjQ3pEC&hl=&source=gbs_api
EBook	SAMPLE

註釋

In recent years, theoreticians and practitioners have discussed whether to use model testing and/or model selection procedures in deciding which models best fit a particular data set. This text brings these viewpoints together and applies them to various regression models, including the arbitrage pricing theory models.