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Synopsis
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.
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Book Description
This is the second volume in a major two-volume set of advanced texts in econometrics. It is a work of synthesis that covers both the basic and more sophisticated models. The books are distinctive for their attention to intuitive reasoning and the presentation of many real-world economic examples.
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 and Econometric Models, Volume 2 (Themes in Modern Econometrics)
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Statistics and Econometric Models
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Statistics and Econometric Models, Volume 2 (Themes in Modern Econometrics)
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Statistics and Econometric Models Testing, Confidence Regions, Model Selection and Asymptotic Theory
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Statistics and Econometric Models, Volume 2: Testing, confidence regions, Model Selection, and Asymptotic Theory
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Statistics & Econometric Models v2: Testing, Confidence Regions, Model Selection, and Asymptotic Theory: Volume 2 (Themes in Modern Econometrics)
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Themes in Modern Econometrics: Statistics and Econometric Models: Testing, Confidence Regions, Model Selection, and Asymptotic Theory (Volume 2)
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Statistics & Econometric Models v2: Testing, Confidence Regions, Model Selection, and Asymptotic Theory: Volume 2 (Themes in Modern Econometrics)
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Statistics and Econometric Models, vol. 2 Themes in Modern Econometrics
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Statistics and Econometric Models (Paperback or Softback)
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