Statistics and Econometric Models
By: Christian Gourieroux, Alain Monfort ; translated [from the French] by Quang Vuong.
Contributors: Monfort, Alain.
Series: Themes in Modern Econometrics
Publisher: Cambridge University Press
Published: 1995
Place of publication: Cambridge
Language: eng
Format: Paperback
ISBN-13: 9780521478373
Copyright date: 1995
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.

Major new econometrics text by two of the world's foremost econometricians
Provides comprehensive synthesis within a single framework of all the important models and approaches
Will be indispensable to all advanced students, teachers, and researchers in econometrics
Notes: French ed. originally published by Economica, 1989.

Translation of :Statistique et modèles économiques.