9780521471626-0521471621-Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory (Themes in Modern Econometrics)

Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory (Themes in Modern Econometrics)

ISBN-13: 9780521471626
ISBN-10: 0521471621
Author: Gourieroux, Christian, Monfort, Alain
Publication date: 1995
Publisher: Cambridge University Press
Format: Hardcover 544 pages
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Book details

ISBN-13: 9780521471626
ISBN-10: 0521471621
Author: Gourieroux, Christian, Monfort, Alain
Publication date: 1995
Publisher: Cambridge University Press
Format: Hardcover 544 pages

Summary

Acknowledged authors Gourieroux, Christian, Monfort, Alain wrote Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory (Themes in Modern Econometrics) comprising 544 pages back in 1995. Textbook and eTextbook are published under ISBN 0521471621 and 9780521471626. Since then Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory (Themes in Modern Econometrics) textbook was available to sell back to BooksRun online for the top buyback price or rent at the marketplace.

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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