Statistics and econometric models

• Main Author: Gourieroux, Christian
• Other Authors: Vuong, Quang
• Format: Book
• Language: English
• Published: Cambridge Cambridge University Press 1989
• Series: Themes in modern econometrics
• Subjects: Οικονομετρικά μοντέλα; Στατιστική

Table of Contents:

• v.1. General concepts, estimation, prediction and algorithms. - xvii, 504 p.
• v.2. Testing, confidence regions, model selection and asymptotic theory. - xv, 526 p.