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Statistics and Econometric Models : Statistics and Econometric Models General Concepts, Estimation, Prediction and Algorithms v.1 - Christian Gourieroux

Statistics and Econometric Models

Statistics and Econometric Models General Concepts, Estimation, Prediction and Algorithms v.1

Paperback Published: 25th December 1995
ISBN: 9780521477444
Number Of Pages: 524

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This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. It is a well-integrated textbook presenting a wide diversity of models in a coherent and unified framework. 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. Although the two volumes do not demand a high level of mathematical knowledge, they do draw on linear algebra and probability theory. The breadth of approaches and the extensive coverage of this two-volume work provide for a thorough and entirely self-contained course in modern economics. 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.

Preface
Models
Statistical problems and decision theory
Statistical information: classical approach
Bayesian interpretations of sufficiency, ancillarity and identification
Elements of estimation theory
Unbiased estimation
Maximum likelihood estimation
M-estimation
Methods of moments and their generalizations
Estimation under equality constraints
Prediction
Bayesian estimation
Numerical procedures
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9780521477444
ISBN-10: 0521477441
Series: Themes in Modern Econometrics : Book 1
Audience: Professional
Format: Paperback
Language: English
Number Of Pages: 524
Published: 25th December 1995
Publisher: CAMBRIDGE UNIV PR
Country of Publication: GB
Dimensions (cm): 23.42 x 14.76  x 3.18
Weight (kg): 0.76

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