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Statistics and econometric models.Volume 1,General concepts, estimation, prediction, and algorithms

Autor: Gourieroux Christian
Rok: 1995
ISBN: 9780521478373
ISBN: 9780521477444
ISBN: 9780521405515
OKCZID: 110227281
Vydání: First published

Hodnocení: 5.0 / 5 (6 hlasů)


Anotace

This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. It is a well-integrated textbook presenting a wide diversity of models in a coherent and unified framework. 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. Although the two volumes do not demand a high level of mathematical knowledge, they do draw on linear algebra and probability theory. The breadth of approaches and the extensive coverage of this two-volume work provide for a thorough and entirely self-contained course in modern economics. 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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