Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory

Name: Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory
Author: Paris) Christian (CREST-INSEE Gourieroux

Paris) Christian (CREST-INSEE Gourieroux, Paris) Alain (CREST-INSEE Monfort

Cambridge University Press

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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.

Výběr knih autorů Paris) Christian (CREST-INSEE Gourieroux , Paris) Alain (CREST-INSEE Monfort