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Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms (Themes in Modern Econometrics) [Paperback]

Christian Gourieroux , Alain Monfort , Quang Vuong
5.0 out of 5 stars  See all reviews (1 customer review)

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Book Description

October 27, 1995 0521477441 978-0521477444
This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. It is a well-integrated textbook presenting a wide diversity of models in a coherent and unified framework. The reader will find a description not only of the classical concepts and results of mathematical statistics, but also of concepts and methods recently developed for the specific needs of econometrics. Although the two volumes do not demand a high level of mathematical knowledge, they do draw on linear algebra and probability theory. The breadth of approaches and the extensive coverage of this two-volume work provide for a thorough and entirely self-contained course in modern economics. Volume 1 provides an introduction to general concepts and methods in statistics and econometrics, and goes on to cover estimation and prediction. Volume 2 focuses on testing, confidence regions, model selection, and asymptotic theory.

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Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms (Themes in Modern Econometrics) + Statistics and Econometric Models, Volume 2 (Themes in Modern Econometrics)
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Language Notes

Text: English (translation)
Original Language: French --This text refers to the Hardcover edition.

Book Description

This two-volume work aims to present as completely as possible the methods of statistical inference with specific reference to their economic applications. Volume 1 provides an introduction to general concepts and methods in statistics and econometrics, and goes on to cover estimation and prediction. Volume 2 focuses on testing, confidence regions, model selection, and asymptotic theory.

Product Details

  • Paperback: 524 pages
  • Publisher: Cambridge University Press (October 27, 1995)
  • Language: English
  • ISBN-10: 0521477441
  • ISBN-13: 978-0521477444
  • Product Dimensions: 9.1 x 5.9 x 1.2 inches
  • Shipping Weight: 1.8 pounds (View shipping rates and policies)
  • Average Customer Review: 5.0 out of 5 stars  See all reviews (1 customer review)
  • Amazon Best Sellers Rank: #2,325,844 in Books (See Top 100 in Books)

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7 of 7 people found the following review helpful
5.0 out of 5 stars Theoretically rigorous and useful January 23, 2005
By Student
Format:Paperback
Gourieroux & Monfort's (translated) 2-volume set has beautiful theory but at the same time lends itself to applications. The theory is intuitive, rigorous and fun to read. It also makes the connection between the theory and application understandable and meaningful (something that other books, e.g., Casella & Berger, fail to do). Highly recommended.
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