Statistics and Econometric Models by Christian Gourieroux
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Statistics and Econometric Models
By Christian Gourieroux

Statistics and Econometric Models

Testing, Confidence Regions, Model Selection and Asymptotic Theory v.2

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

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Statistics and Econometric Models by Christian Gourieroux

Book Description

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.

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Book Details

ISBN: 9780521477451
ISBN-10: 052147745X
Format: Paperback
(228mm x 152mm x 31mm)
Pages: 544
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 26-Oct-1995
Country of Publication: United Kingdom

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Books By Author Christian Gourieroux

Granularity Theory with Applications to Finance and Insurance by 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 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 Alain Monfort close
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Statistics and Econometric Models by P.C.B. Phillips
»
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