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Statistics and Econometric Models

Volume 1. General Concepts, Estimation, Prediction and Algorithms

$70.00 USD

Part of Themes in Modern Econometrics

  • Date Published: May 2012
  • availability: This ISBN is for an eBook version which is distributed on our behalf by a third party.
  • format: Adobe eBook Reader
  • isbn: 9781139240482

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About the Authors
  • 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.

    • Major new econometrics text by two of the world's foremost econometricians
    • Provides comprehensive synthesis within a single framework of all the important models and approaches
    • Will be indispensable to all advanced students, teachers, and researchers in econometrics
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    Product details

    • Date Published: May 2012
    • format: Adobe eBook Reader
    • isbn: 9781139240482
    • contains: 16 b/w illus. 5 tables
    • availability: This ISBN is for an eBook version which is distributed on our behalf by a third party.
  • Table of Contents

    Preface
    1. Models
    2. Statistical problems and decision theory
    3. Statistical information: classical approach
    4. Bayesian interpretations of sufficiency, ancillarity and identification
    5. Elements of estimation theory
    6. Unbiased estimation
    7. Maximum likelihood estimation
    8. M-estimation
    9. Methods of moments and their generalizations
    10. Estimation under equality constraints
    11. Prediction
    12. Bayesian estimation
    13. Numerical procedures.

  • Authors

    Christian Gourieroux, CREST-INSEE, Paris

    Alain Monfort, CREST-INSEE, Paris

    Translator

    Quang Vuong

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