Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms by Christian Gourieroux
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Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms
By Christian Gourieroux

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

General Concepts, Estimation, Prediction and Algorithms v. 1

By (author) See other recent books by Christian Gourieroux See other recent books by Alain Monfort
Series edited by Peter C. B. Phillips See other recent books by Peter C. B. Phillips
Format: Hardback

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Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms by Christian Gourieroux

Book Description

This is the first volume in a major two-volume set of advanced texts in econometrics. It is essentially a text in statistics which is adapted to deal with economic phenomena. Christian Gourieroux and Alain Monfort have written a text which synthesises a great deal of material scattered across a variety of books and journals. They present both the basic and the more sophisticated statistical models which are crucial to an understanding of econometric models, and have taken care to employ mathematical tools with which a majority of students with a basic course in econometrics will be familiar. One of the most attractive features of the books is the liberal use throughout of real-world economic examples. They are also distinctive for their emphasis on promoting an intuitive understanding of the models and results at the expense of overly technical discussions.

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Book Details

ISBN: 9780521405515
ISBN-10: 0521405513
Format: Hardback
(228mm x 152mm x 33mm)
Pages: 524
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 26-Oct-1995
Country of Publication: United Kingdom

Books By Author Christian Gourieroux

Granularity Theory with Applications to Finance and Insurance by Christian Gourieroux Granularity Theory with Applications to Finance and Insurance, Hardback (September 2014)

This book provides the first comprehensive overview of the granularity theory and its usefulness for risk analysis, statistical estimation, and derivative pricing.

Reduced Forms of Rational Expectations Models by Christian Gourieroux Reduced Forms of Rational Expectations Models, Paperback (August 2013)

A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models.

» View all books by Christian Gourieroux

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Recent books by Christian Gourieroux close
Econometrics of Individual Risk by Christian Gourieroux
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Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms by Peter C. B. Phillips
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»
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