Statistics & Econometric Models v2: Testing, Confidence Regions, Model Selection, and Asymptotic Theory: Volume 2 (Themes in Modern Econometrics)

Gourieroux/Monfort

ISBN 10: 052147745X / ISBN 13: 9780521477451

Published by Cambridge University Press, 1996

About this Item

The second volume in a major two-volume set of advanced texts in econometrics. Translator(s): Vuong, Quang. Series Editor(s): Phillips, P.C.B.; Ghysels, Eric; Smith, Richard J. Series: Themes in Modern Econometrics. Num Pages: 544 pages, 26 b/w illus. 15 tables. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 228 x 152 x 31. Weight in Grams: 790. . 2008. paperback. . . . . Books ship from the US and Ireland.

Seller Inventory # V9780521477451

Bibliographic Details

• Title: Statistics & Econometric Models v2: Testing, Confidence Regions, Model Selection, and Asymptotic Theory: Volume 2 (Themes in Modern Econometrics)
• Publisher: Cambridge University Press
• Publication Date: 1996
• Language: English
• ISBN 10: 052147745X
• ISBN 13: 9780521477451
• Binding: Soft cover
• Condition: New

About this title

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.

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.