Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms: v. 1

Name: Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms: v. 1
SKU: 1976013
Price: 430.99 AUD
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Format:

Hardback

Series:

Themes in Modern Econometrics

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Description

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.

Release date Australia

October 26th, 1995

Author

Audience

Professional & Vocational

Contributors

Series edited by Eric Ghysels
Series edited by Peter C.B. Phillips
Series edited by Richard J. Smith
Translated by Quang Vuong

Country of Publication

United Kingdom

Illustrations

16 b/w illus. 5 tables

Imprint

Cambridge University Press

Pages

524

Publisher

Cambridge University Press

Series

Themes in Modern Econometrics

Dimensions

152x228x33

ISBN-13

9780521405515

Product ID

1976013

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