Statistics and Econometric Models (Paperback)

Christian Gourieroux

ISBN 10: 052147745X / ISBN 13: 9780521477451

Editore: Cambridge University Press, Cambridge, 1995

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

Riassunto:

The second volume in a major two-volume set of advanced texts in econometrics.

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.

Dati bibliografici

Titolo: Statistics and Econometric Models (Paperback)
Casa editrice: Cambridge University Press, Cambridge
Data di pubblicazione: 1995
Legatura: Paperback
Condizione: new