Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms (Themes in Modern Econometrics)

Gourieroux, Christian, Monfort, Alain

ISBN 10: 0521405513 / ISBN 13: 9780521405515

Published by Cambridge University Press, 1995

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Seller Inventory # ERICA77305214055136

Bibliographic Details

• Title: Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms (Themes in Modern Econometrics)
• Publisher: Cambridge University Press
• Publication Date: 1995
• Language: English
• ISBN 10: 0521405513
• ISBN 13: 9780521405515
• Binding: Hardcover
• Condition: Like New
• Book Type: book

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. 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.

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.