Statistics and Econometric Models, Volume 1: General Concepts, Estimation, Prediction and Algorithms

Christian Gourieroux; Alain Monfort

ISBN 10: 0521477441 / ISBN 13: 9780521477444

Edité par Cambridge University Press, 1995

VERY GOOD softcover, no marks in text, tight uncreased spine; a gently used copy. N° de réf. du vendeur 147258

Synopsis :

This is the first volume in a major two-volume set of advanced texts in econometrics. It is essentially a text in statistics which is adapted to deal with economic phenomena. Christian Gourieroux and Alain Monfort have written a text which synthesises a great deal of material scattered across a variety of books and journals. They present both the basic and the more sophisticated statistical models which are crucial to an understanding of econometric models, and have taken care to employ mathematical tools with which a majority of students with a basic course in econometrics will be familiar. One of the most attractive features of the books is the liberal use throughout of real-world economic examples. They are also distinctive for their emphasis on promoting an intuitive understanding of the models and results at the expense of overly technical discussions.

Présentation de l'éditeur: This is the first volume in a major two-volume set of advanced texts in econometrics. It is essentially a text in statistics which is adapted to deal with economic phenomena. Christian Gourieroux and Alain Monfort have written a text which synthesises a great deal of material scattered across a variety of books and journals. They present both the basic and the more sophisticated statistical models which are crucial to an understanding of econometric models, and have taken care to employ mathematical tools with which a majority of students with a basic course in econometrics will be familiar. One of the most attractive features of the books is the liberal use throughout of real-world economic examples. They are also distinctive for their emphasis on promoting an intuitive understanding of the models and results at the expense of overly technical discussions.

Détails bibliographiques

Titre : Statistics and Econometric Models, Volume 1:...
Éditeur : Cambridge University Press
Date d'édition : 1995
Reliure : Soft cover
Etat : Very Good
Type de livre : Book