Statistics and Econometric Models
General Concepts, Estimation, Prediction and Algorithms v.1
By (author) Christian Gourieroux Alain Monfort
Series edited by Peter C. B. Phillips
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Statistics and Econometric Models by Christian Gourieroux
Book DescriptionThis 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 DetailsISBN: 9780521477444
(228mm x 152mm x 30mm)
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, Paperback (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, Paperback (August 2013)» View all books by Christian Gourieroux
A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models.
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