Econometric analysis of model selection and model testing

book

posted on 2025-09-11, 05:44 authored by Ishaq BhattiIshaq Bhatti, H Al-Shanfari, M Zakir Hossain

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History

Publication Date

2006-01-01

Publisher

Ashgate / Routledge

Place of publication

London

Pagination

363p.

ISBN-13

9780754637158

Rights Statement

© 2006 M. Ishaq Bhatti, Hatem Al-Shanfari and M. Zakir Hossain

Publisher DOI

https://doi.org/10.4324/9781315257075

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Keywords

diagnostic testing specification testing semiparametric estimation model selection model testing procedures dataset regression models arbitrage pricing theory models model building testing techniques

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