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책 정보
· 제목 : Econometric Analysis of Model Selection And Model Testing (Hardcover)
· 분류 : 외국도서 > 경제경영 > 통화정책
· ISBN : 9780754637158
· 쪽수 : 384쪽
· 출판일 : 2006-02-28
· 분류 : 외국도서 > 경제경영 > 통화정책
· ISBN : 9780754637158
· 쪽수 : 384쪽
· 출판일 : 2006-02-28
목차
Contents: Introduction; Testing econometric models; Testing for block effects; Model selection procedures; Information criteria for model selection; Controlled information criteria for model selection; Arbitrage pricing model; Model selection in testing the arbitrage pricing theory; Modelling the risk premium of listed stocks; Bibliography; Index.
