Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory (Hardcover, New)

This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. The reader will find a description not only of the classical concepts and results of mathematical statistics, but also of concepts and methods recently developed for the specific needs of econometrics. The authors have sought to avoid an overly technical presentation and go to some lengths to encourage an intuitive understanding of the results by providing numerous examples throughout. The breadth of approaches and the extensive coverage of the two volumes provide for a thorough and entirely self-contained course in modern econometrics. Volume 1 provides an introduction to general concepts and methods in statistics and econometrics, and goes on to cover estimation and prediction. Volume 2 focuses on testing, confidence regions, model selection, and asymptotic theory.

General

Imprint:	Cambridge UniversityPress
Country of origin:	United Kingdom
Series:	Themes in Modern Econometrics
Release date:	October 1995
First published:	1995
Authors:	Christian Gourieroux • Alain Monfort
Translators:	Quang Vuong
Dimensions:	229 x 236 x 152mm (L x W x H)
Format:	Hardcover
Pages:	544
Edition:	New
ISBN-13:	978-0-521-47162-6
Languages:	English
Subtitles:	French
Categories:	Books > Business & Economics > Economics > Econometrics > General Promotions
LSN:	0-521-47162-1
Barcode:	9780521471626

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