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Statistics and Econometric Models Volume 2 by Christian Gourieroux

Автор: Bo0mB0om » 19 апреля 2016
Statistics and Econometric Models Volume 2 by Christian Gourieroux
Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory (Themes in Modern Econometrics) by Christian Gourieroux
English | Jan. 26, 1996 | ISBN: 0521471621, 052147745X | 542 Pages | PDF | 36 MB

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.




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