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Statistics and econometric models

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Full title: Statistics And Econometric Models Statistique Et Modèles économétriques. English
ISBN: 9780521477451
ISBN 10: 0521478375
Authors: Gourieroux, Christian , 1949-
Publisher: Cambridge University Press
Edition: 1
Binding: Paperback
Language: en
Published on: 1995

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Synopsis

V. 1. General Concepts, Estimation, Prediction, And Algorithms -- V. 2. Testing, Confidence Regions, Model Selection, And Asymptotic Theory. Christian Gourieroux, Alain Monfort ; Translated By Quang Vuong. Includes Bibliographical References And Indexes.