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7 of 7 people found the following review helpful:
5.0 out of 5 stars
Theoretically rigorous and useful,
This review is from: Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms (Themes in Modern Econometrics) (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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Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms (Themes in Modern Econometrics) by Alain Monfort (Hardcover - October 27, 1995)
$157.00
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