Articoli correlati a Statistics and Econometric Models: Volume 1, General...

Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms: 001 - Rilegato

Gourieroux, Christian; Monfort, Alain

 
9780521405515: Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms: 001

Sinossi

This is the first volume in a major two-volume set of advanced texts in econometrics.

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Descrizione del libro

This is the first volume in a major two-volume set of advanced texts in econometrics. It is a work of synthesis that covers both the basic and the more sophisticated statistical models. The books are distinctive for their attention to intuitive reasoning and the presentation of many real-world economic examples.

Contenuti

Preface; 1. Models; 2. Statistical problems and decision theory; 3. Statistical information: classical approach; 4. Bayesian interpretations of sufficiency, ancillarity and identification; 5. Elements of estimation theory; 6. Unbiased estimation; 7. Maximum likelihood estimation; 8. M-estimation; 9. Methods of moments and their generalizations; 10. Estimation under equality constraints; 11. Prediction; 12. Bayesian estimation; 13. Numerical procedures.

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Altre edizioni note dello stesso titolo

9780521477444: Statistics & Econometric Models v1: General Concepts, Estimation, Prediction, and Algorithms: Volume 1

Edizione in evidenza

ISBN 10:  0521477441 ISBN 13:  9780521477444
Casa editrice: Cambridge University Press, 2008
Brossura