Statistics and Econometric Models (Paperback) (ISBN-13: 9780521477451)

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.

Author: Christian Gourieroux, Alain Monfort
ISBN-10: 052147745X
ISBN-13: 9780521477451
Publisher: Cambridge University Press
Language: English
Published: 10/26/1995
Pages: 544
Format: Paperback
Weight: 1.73lbs
Size: 9.07h x 5.95w x 1.28d