Statistics and Econometric Models
by Christian GourierouxAlain MonfortEric Ghysels (Contribution by)Peter C. B. Phillips (Contribution by)Richard J. Smith (Contribution by)Quang Vuong (Translator)
Format: Hardcover
ISBN13: 9780521471626
Hardcover|9780521471626
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Overview
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.
| ISBN-13 | 9780521471626 |
|---|---|
| ISBN-10 | 0521471621 |
| Weight | 1.95 Pounds |
| Dimensions | 6.50 x 1.25 x 9.50 In |
| List Price | $181.00 |
| Edition | 1st Edition |
| Format | Hardcover |
|---|---|
| Language | English |
| Pages | 544 pages |
| Publisher | Cambridge University Press |
| Published On | 1995-10-26 |
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