Statistics and econometric models
By: Christian Gourieroux, Alain Monfort ; translated by Quang Vuong.
Contributors: Monfort, Alain, 1943-
Series: Themes in modern econometrics
Publisher: Cambridge University Press
Published: 1995
Place of publication: Cambridge [England]; New York, NY, USA
Language: eng
Subjects: Statistics.; Econometric models.
Notes: Includes bibliographical references and indexes.
Table of contents: title: v. 1. General concepts, estimation, prediction, and algorighms; title: v. 2. Testing, confidence regions, model selection, and asymptotic theory.