Statistics and econometric models: volume 2, testing, confidence regions, model selection and asymptotic theory
Auteur :
Gourieroux, Christian / Monfort, Alain
Éditeur :
Cambridge University Press
ISBN :
9780521471626
Date de publication :
26 oct. 1995
Dimensions :
22,9 x 3,0 x 15,2 cm
Poids :
890 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This is the second volume in a major two-volume set of advanced texts in econometrics. It is a work of synthesis that covers both the basic and more sophisticated models. The books are distinctive for their attention to intuitive reasoning and the presentation of many real-world economic examples.