General-to-specific modelling /
Material type:
TextSeries: The international library of critical writings in econometrics | An Elgar reference collectionPublication details: Cheltenham : Edward Elgar, c2005.Description: 2 vISBN: - 1852786698 (set)
- 330.01'5195 GEN
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CBN ENUGU BRANCH LIBRARY General Stacks | Non-fiction | 330.01'5195 GEN (Browse shelf(Opens below)) | v. 2, c.1 | Available | 31008100624325 | ||
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| 330.01'5195 ECO Econometric theory and practice : | 330.01'5195 FUN Functional structure and approximation in econometrics / | 330.01'5195 FUR Further mathematics for economic analysis / | 330.01'5195 GEN General-to-specific modelling / | 330.01'5195 GEN General-to-specific modelling / | 330.01'5195 GOU Financial econometrics : | 330.01'5195 GRE Econometric analysis / |
Includes bibliographical references and index.
This important two-volume collection focuses on a central method used in selecting models, like simplification of an initially general model that adequately characterizes the empirical evidence within the investigators' theoretical framework. The volumes feature a wealth of evidence that has accrued over the last five years displaying its excellent abilities for model selection, based on Monte Carlo studies of automatic algorithms.
oif 15/04/15
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