Statistics and econometric models/

Gourierour, Christian

Statistics and econometric models/ Christian Gourierour and Alain Monfort - Cambridge: Cambridge University Press, 1995. - 2 v. (xv, 526 p.) : ill. ; 24 cm. - (Themes in modern econometrics) .

v. 1. General concepts, estimation, prediction, and algorighms. --
v. 2. Testing, confidence regions, model selection and asymptotic theory

1. Introduction to tests of hypotheses--
2. Uniformly most powerful tests--
3. Unbiased tests and invariant tests--
4. Likelihood based tests--
5. General asymptotic tests--
6. Multiple tests--
7. Set estimation and confidence regions--
8. Inequality constraints: estimation and testing--
9. Nonnested tests and model selection criteria--
10. Asymptotic efficiency--
11. Asymptotic theory--
Appendix A. Review of linear algebra and matrix calculus--Appendix B. Review of probability.

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Statistics
Econometric Models

330.015195 / GON/S
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