Econometric Model Selection: Nonlinear Techniques and Forecasting.
Selection and forecasting are integral to econometric modelling but a unified treatment is rarely considered. This book addresses both issues, with an application to UK inflation. The theme of model selection underpins all chapters of the book. The development of any econometric model requires model...
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| Format: | Book |
| Language: | English |
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VDM Verlag
2008
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