Statistics and Econometric Models: General Concepts, Estimation, Prediction, and Algorithms: Volume 1 (Themes in Modern Econometrics) - Softcover

Gourieroux, Christian; Monfort, Alain

Softcover

ISBN 10: 0521477441 ISBN 13: 9780521477444

Publisher: Cambridge University Press, 1995

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.

About this title

Book Description:

This is the first volume in a major two-volume set of advanced texts in econometrics. It is a work of synthesis that covers both the basic and the more sophisticated statistical models. The books are distinctive for their attention to intuitive reasoning and the presentation of many real-world economic examples.

About this edition

• Publisher: Cambridge University Press
• Publication date: 1995
• ISBN 10: 0521477441
• ISBN 13: 9780521477444
• Binding: Paperback
• Number of pages: 524