Econometrics

Statistics and Econometric Models

Name: Statistics and Econometric Models
Brand: Cambridge University Press
SKU: 9780521477444
Price: 5960.00 INR
Availability: InStock
ISBN: 9780521477444

STATISTICS & ECONOMETRIC MODEL

Contributor(s): Gourieroux, Christian Author , Monfort, Alain Editor , Phillips, Peter C. B. Editor Format: Paperback

Paperback · ISBN 9780521477444

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Key Specifications

ISBN	9780521477444
Subtitle	STATISTICS & ECONOMETRIC MODEL
Publisher	Cambridge University Press
Publication date	October 1995
Language	English
MRP	£42.00 GBP
Page count	524
Item weight	168 g

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.

Statistics and Econometric Models

Key Specifications

Gourieroux, Christian Author

Monfort, Alain Editor

Phillips, Peter C. B. Editor

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