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Item Details
| Title:
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STATISTICS AND ECONOMETRIC MODELS: VOLUME 1, GENERAL CONCEPTS, ESTIMATION, PREDICTION AND ALGORITHMS
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| Volume: |
v. 1 |
| By: |
Christian Gourieroux, Alain Monfort, Peter C. B. Phillips |
| Format: |
Hardback |
| List price:
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£144.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0521405513 |
| ISBN 13: |
9780521405515 |
| Publisher: |
CAMBRIDGE UNIVERSITY PRESS |
| Pub. date: |
26 October, 1995 |
| Series: |
Themes in Modern Econometrics |
| Pages: |
524 |
| Translated from: |
French |
| Description: |
This is the first volume in a major two-volume set of advanced texts in econometrics. |
| 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. |
| Illustrations: |
16 b/w illus. 5 tables |
| Publication: |
UK |
| Imprint: |
Cambridge University Press |
| Returns: |
Returnable |
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