Statistics and econometric models, Volume 1, General concepts, estimation, prediction, and algorighms:

This is the first volume in a major two-volume set of advanced texts in econometrics. It is essentially a text in statistics which is adapted to deal with economic phenomena. Christian Gourieroux and Alain Monfort have written a text which synthesises a great deal of material scattered across a vari...

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Bibliographic Details
Main Author: Gourieroux, Christian 1949- (Author)
Other Authors: Vuong, Quang Hieu 1953- (Translator)
Format: Electronic eBook
Language:English
Published: Cambridge Cambridge University Press 1995
Series:Themes in modern econometrics
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Online Access:BSB01
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Summary:This is the first volume in a major two-volume set of advanced texts in econometrics. It is essentially a text in statistics which is adapted to deal with economic phenomena. Christian Gourieroux and Alain Monfort have written a text which synthesises a great deal of material scattered across a variety of books and journals. They present both the basic and the more sophisticated statistical models which are crucial to an understanding of econometric models, and have taken care to employ mathematical tools with which a majority of students with a basic course in econometrics will be familiar. One of the most attractive features of the books is the liberal use throughout of real-world economic examples. They are also distinctive for their emphasis on promoting an intuitive understanding of the models and results at the expense of overly technical discussions
Item Description:Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Physical Description:1 online resource (xvii, 504 pages)
ISBN:9780511751967
DOI:10.1017/CBO9780511751967

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