4497702
9780754637158
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.Bhatti, Ishaq is the author of 'Econometric Analysis of Model Selection And Model Testing ', published 2006 under ISBN 9780754637158 and ISBN 0754637158.
[read more]