Statistics and econometric models /
Gourieroux, Christian,1949-
Monfort, Alain,1943-
Cambridge [England] ; New York, NY, USA : Cambridge University Press,
1995.
v. 1. General concepts, estimation, prediction, and algorithms -- v. 2. Testing, confidence regions, model selection, and asymptotic theory.
Includes bibliographical references and indexes.
Statistics.
Econometric models.