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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 abstr

In recent years econometricians have examined the problems of diagnostic testing, specification testing, semiparametric estimation and model selection. In addit

Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to esta

Evaluation of Econometric Models presents approaches to assessing and enhancing the progress of applied economic research. This book discusses the problems and

The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of