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Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms (Themes in Modern Econometrics) - Softcover
Synopsis
This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. It is a well-integrated textbook presenting a wide diversity of models in a coherent and unified framework. 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. Although the two volumes do not demand a high level of mathematical knowledge, they do draw on linear algebra and probability theory. The breadth of approaches and the extensive coverage of this two-volume work provide for a thorough and entirely self-contained course in modern economics. 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.
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Book Description
This two-volume work aims to present as completely as possible the methods of statistical inference with specific reference to their economic applications. 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.
About the Author
Christian Gourieroux is director of the Laboratory of Finance and Insurance at the Center for Research in Economics and Statistics (CREST) in Paris and professor at the University of Toronto. He has published numerous papers on both theoretical and applied econometrics, with a special emphasis on credit, finance, insurance, and systemic risk. He is the coauthor of Statistics and Econometric Models and Time Series and Dynamic Models, both published by Cambridge University Press, and of Financial Econometrics and Econometrics of Individual Risks. He has also received the Tjalling C. Koopmans Econometric Theory Prize. Gourieroux was scientific adviser for credit scoring and implementation of Basel regulation at BNP Paribas. He is a member of the scientific committees of the French Financial Market Authority and the Prudential Supervision and Resolution Authority.
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Statistics & Econometric Models v1: General Concepts, Estimation, Prediction, and Algorithms: Volume 1 (Themes in Modern Econometrics)
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paperback. Condition: Very Good. Statistics & Econometric Models v1: General Concepts, Estimation, Prediction, and Algorithms: Volume 1 (Themes in Modern Econometrics) This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. Seller Inventory # 7719-9780521477444
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Statistics and Econometric Models
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Cambridge University Press, 1995
ISBN 10: 0521477441
ISBN 13: 9780521477444
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Paperback. Condition: Fair. This is the first volume in a major two-volume set of advanced texts in econometrics. It is essentially a text in statistics which is adapted to deal with economic phenomena. Christian Gourieroux and Alain Monfort have written a text which synthesises a great deal of material scattered across a variety of books and journals. They present both the basic and the more sophisticated statistical models which are crucial to an understanding of econometric models, and have taken care to employ mathematical tools with which a majority of students with a basic course in econometrics will be familiar. One of the most attractive features of the books is the liberal use throughout of real-world economic examples. They are also distinctive for their emphasis on promoting an intuitive understanding of the models and results at the expense of overly technical discussions. Seller Inventory # CIN0521477441A
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Statistics and Econometric Models Vol. 1
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Cambridge University Press, 1995
ISBN 10: 0521477441
ISBN 13: 9780521477444
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Statistics and Econometric Models
Published by
Cambridge University Press, 1995
ISBN 10: 0521477441
ISBN 13: 9780521477444
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Seller: World of Books Inc, Montgomery, IL, U.S.A.
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Paperback. Condition: Fair. This is the first volume in a major two-volume set of advanced texts in econometrics. It is essentially a text in statistics which is adapted to deal with economic phenomena. Christian Gourieroux and Alain Monfort have written a text which synthesises a great deal of material scattered across a variety of books and journals. They present both the basic and the more sophisticated statistical models which are crucial to an understanding of econometric models, and have taken care to employ mathematical tools with which a majority of students with a basic course in econometrics will be familiar. One of the most attractive features of the books is the liberal use throughout of real-world economic examples. They are also distinctive for their emphasis on promoting an intuitive understanding of the models and results at the expense of overly technical discussions. Seller Inventory # CIN0521477441A
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Statistics and Econometric Models Vol. 1
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ISBN 10: 0521477441
ISBN 13: 9780521477444
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Statistics and Econometric Models Vol. 1
Published by
Cambridge University Press, 1995
ISBN 10: 0521477441
ISBN 13: 9780521477444
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Condition: Very Good. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Seller Inventory # 12415738-6
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Statistics & Econometric Models v1: General Concepts, Estimation, Prediction, and Algorithms: Volume 1 (Themes in Modern Econometrics)
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paperback. Condition: Very Good. This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. Seller Inventory # 6545-9780521477444
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Statistics and Econometric Models: General Concepts, Estimation, Prediction, and Algorithms (Volume 1)
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ISBN 10: 0521477441
ISBN 13: 9780521477444
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Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms (Themes in Modern Econometrics)
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ISBN 10: 0521477441
ISBN 13: 9780521477444
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Statistics and Econometric Models
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