Statistics & Econometric Models v2: Testing, Confidence Regions, Model Selection, and Asymptotic Theory: Volume 2 - Brossura
Sinossi
The second volume in a major two-volume set of advanced texts in econometrics.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
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
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Cambridge University Press, 2002
ISBN 10: 052147745X
ISBN 13: 9780521477451
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Themes in Modern Econometrics: Statistics and Econometric Models: Testing, Confidence Regions, Model Selection, and Asymptotic Theory (Volume 2)
Editore:
Cambridge University Press, 1995
ISBN 10: 052147745X
ISBN 13: 9780521477451
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Condizione: Good. Volume 2. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,850grams, ISBN:9780521477451. Codice articolo 5777210
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Statistics & Econometric Models, Vol. 2: Testing, Confidence Regions, Model Selection, and Asymptotic Theory (Volume 2)
Editore:
Cambridge University Press, 1995
ISBN 10: 052147745X
ISBN 13: 9780521477451
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Da: Anybook.com, Lincoln, Regno Unito
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Condizione: Good. Volume 2. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,850grams, ISBN:9780521477451. Codice articolo 3716442
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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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Cambridge University Press, 1996
ISBN 10: 052147745X
ISBN 13: 9780521477451
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Statistics and Econometric Models, vol. 2 Themes in Modern Econometrics
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Cambridge University Press, 1989
ISBN 10: 052147745X
ISBN 13: 9780521477451
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Statistics and Econometric Models : Testing, Confidence Regions, Model Selection, and Asymptotic Theory
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Statistics And Econometric Models-(Vol-2-Only)
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Statistics and Econometric Models, Volume 2
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Statistics and Econometric Models : Testing, Confidence Regions, Model Selection, and Asymptotic Theory
Editore:
Cambridge University Press, 1996
ISBN 10: 052147745X
ISBN 13: 9780521477451
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Brossura
Da: GreatBookPrices, Columbia, MD, U.S.A.
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Statistics and Econometric Models (Paperback)
Editore:
Cambridge University Press, Cambridge, 1995
ISBN 10: 052147745X
ISBN 13: 9780521477451
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Paperback. Condizione: new. Paperback. 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 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. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9780521477451
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