Call Boomerang Books 1300 36 33 32

Description - Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory by Christian Gourieroux

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.

Buy Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory by Christian Gourieroux from Australia's Online Independent Bookstore, Boomerang Books.

Book Details

ISBN: 9780521471626
ISBN-10: 0521471621
Format: Hardback
(228mm x 152mm x 152mm)
Pages: 544
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 26-Oct-1995
Country of Publication: United Kingdom

Book Reviews - Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory by Christian Gourieroux

» Have you read this book? We'd like to know what you think about it - write a review about Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory book by Christian Gourieroux and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a Boomerang Books Account Holder - it's free to sign up and there are great benefits!)

Write Review