Image for Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory

Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory

Part of the Themes in Modern Econometrics series
See all formats and editions

This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications.

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.

The authors have sought to avoid an overly technical presentation and go to some lengths to encourage an intuitive understanding of the results by providing numerous examples throughout.

The breadth of approaches and the extensive coverage of the two volumes provide for a thorough and entirely self-contained course in modern econometrics.

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.

Read More
Available
£107.10 Save 15.00%
RRP £126.00
Add Line Customisation
Usually dispatched within 2 weeks
Add to List
Product Details
Cambridge University Press
0521471621 / 9780521471626
Hardback
26/10/1995
United Kingdom
544 pages, 15 Tables, unspecified; 26 Line drawings, unspecified
30 x 229 mm, 890 grams
Professional & Vocational Learn More