This book brings together the issues of optimal testing for misspecification in econometric modelling, the method of recent development in model selection and model testing with reference to applications in real data sets. It is ideal as a reference for s... C. (1996), a#39;Testing Structural Stability with Endogenous Breakpoint: A Size Comparison of Analytic and Bootstrap Proceduresa#39;, Journal of Econometrics, 70, pp. 221a41. Doan, T. (1996), RATS Users a#39;Manual, Version 4, Estima. Evanston, ILanbsp;...
|Title||:||Econometric Analysis of Model Selection and Model Testing|
|Author||:||M. Ishaq Bhatti, Hatem Al-Shanfari, M. Zakir Hossain|
|Publisher||:||Ashgate Publishing, Ltd. - 2006|