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Econometric Model Selection: A New Approach
Antonio Aznar Grasa
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Description for Econometric Model Selection: A New Approach
paperback. Series: Advanced Studies in Theoretical and Applied Econometrics. Num Pages: 274 pages, biography. BIC Classification: JH; KCH; KJQ. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 14. Weight in Grams: 427.
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 abstract representation of reality which brings out what is relevant to a particular economic issue. An econometric model is also an analytical characterization of the joint probability distribution of some random variables of interest, which yields some information on how the actual economy works. This information will be useful only if it is accurate and precise; that is, the information must be far from ambiguous and close to what we observe in ... Read more
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 abstract representation of reality which brings out what is relevant to a particular economic issue. An econometric model is also an analytical characterization of the joint probability distribution of some random variables of interest, which yields some information on how the actual economy works. This information will be useful only if it is accurate and precise; that is, the information must be far from ambiguous and close to what we observe in ... Read more
Product Details
Format
Paperback
Publication date
2010
Publisher
Springer Netherlands
Number of pages
274
Condition
New
Series
Advanced Studies in Theoretical and Applied Econometrics
Number of Pages
262
Place of Publication
Dordrecht, Netherlands
ISBN
9789048140510
SKU
V9789048140510
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Econometric Model Selection: A New Approach
`However, it is a well written, readable account of the model specification testing problem, and as such would justify its inclusion on the shelves of academic libraries.' The Economic Journal, June 1990