Statistics and econometric models / Christian Gourieroux, Alain Monfort ; translated by Quang Vuong.

Format:

Book

Author/Creator:

Gourieroux, Christian, 1949-

Contributor:

Monfort, Alain, 1943-

John Lammey Stewart Memorial Library Fund.

Series:

Themes in modern econometrics

Standardized Title:

Statistique et modèles économétriques. English

Language:

English

French

Subjects (All):

Statistics.

Econometric models.

Modelos econométricos.

Local Subjects:

Modelos econométricos.

Physical Description:

2 volumes : illustrations ; 24 cm.

Place of Publication:

Cambridge [England] ; New York, NY, USA : Cambridge University Press, 1995.

Summary:

This is the first volume in a major two-volume set of advanced texts in econometrics.

Contents:

v. 1. General concepts, estimation, prediction, and algorighms.

v. 2. Testing, confidence regions, model selection and asymptotic theory.

Notes:

Includes bibliographical references and indexes.

Local Notes:

Acquired for the Penn Libraries with assistance from the John Lammey Stewart Memorial Library Fund.

ISBN:

9780521478373

0521405513

9780521405515

0521477441

9780521477444

0521471621

9780521471626

052147745X

9780521477451

0521478375

OCLC:

30893431

Publisher Number:

99975433810