Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory - Rilegato
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The second volume in a major two-volume set of advanced texts in econometrics.
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Descrizione del libro
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.
Contenuti
1. Introduction to tests of hypotheses; 2. Uniformly most powerful tests; 3. Unbiased tests and invariant tests; 4. Likelihood based tests; 5. General asymptotic tests; 6. Multiple tests; 7. Set estimation and confidence regions; 8. Inequality constraints: estimation and testing; 9. Nonnested tests and model selection criteria; 10. Asymptotic efficiency; 11. Asymptotic theory; Appendix A. Review of linear algebra and matrix calculus; Appendix B. Review of probability.
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Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory (Themes in Modern Econometri
Editore:
Cambridge University Press, 1995
ISBN 10: 0521471621
ISBN 13: 9780521471626
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Hardcover. Condizione: Très bon. Edition 1995. Tome 2. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Very good. Edition 1995. Volume 2. Ammareal gives back up to 15% of this item's net price to charity organizations. Codice articolo F-655-906
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Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory (Themes in Modern Econometrics)
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Cambridge University Press, 1996
ISBN 10: 0521471621
ISBN 13: 9780521471626
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Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory (Themes in Modern Econometrics)
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Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory (Themes in Modern Econometrics)
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Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory (Themes in Modern Econometrics)
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Statistics and Econometric Models: Volume 2 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 (Themes in Modern Econometrics)
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Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory (Hardcover)
Editore:
Cambridge University Press, Cambridge, 1995
ISBN 10: 0521471621
ISBN 13: 9780521471626
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Hardcover. Condizione: new. Hardcover. 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. This is the second volume of advanced texts in econometrics. It is a work of synthesis that covers both the basic and more sophisticated models. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9780521471626
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Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory (Hardcover)
Editore:
Cambridge University Press, Cambridge, 1995
ISBN 10: 0521471621
ISBN 13: 9780521471626
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Hardcover. Condizione: new. Hardcover. 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. This is the second volume of advanced texts in econometrics. It is a work of synthesis that covers both the basic and more sophisticated models. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Codice articolo 9780521471626
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Statistics and Econometric Models
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Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 presentat. Codice articolo 446936909
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