The Theory Of Econometric Model Selection
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Language: en
Pages: 265
Pages: 265
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media
This book proposes a new methodology for the selection of one (model) from among a set of alternative econometric models. Let us recall that a model is an abstr
Language: en
Pages: 286
Pages: 286
Type: BOOK - Published: 2017-03-02 - Publisher: Routledge
In recent years econometricians have examined the problems of diagnostic testing, specification testing, semiparametric estimation and model selection. In addit
Language: en
Pages: 494
Pages: 494
Type: BOOK - Published: 1980 - Publisher:
Language: en
Pages: 378
Pages: 378
Type: BOOK - Published: 2012-06-21 - Publisher: Princeton University Press
Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to esta
Language: en
Pages: 387
Pages: 387
Type: BOOK - Published: 2014-07-04 - Publisher: MIT Press
A synthesis of the authors' groundbreaking econometric research on automatic model selection, which uses powerful computational algorithms and theory evaluation