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Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms (Themes in Modern Econometrics)
Statistics and Econometric Models Volume 1 General Concepts Estimation Prediction and Algorithms - Themes in Modern Econometrics Author:Christian Gourieroux, Alain Monfort 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... more » 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.« less