Statistics and econometric models/ Christian Gourierour and Alain Monfort
Material type: TextSeries: (Themes in modern econometrics)Publication details: Cambridge: Cambridge University Press, 1995Description: 2 v. (xv, 526 p.) : ill. ; 24 cmISBN: 0521478375Subject(s): Statistics | Econometric ModelsDDC classification: 330.015195Item type | Current library | Call number | Vol info | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|---|
General Books | Central Library, Sikkim University General Book Section | 330.015195 GON/S (Browse shelf(Opens below)) | v. 2 | Available | P08215 |
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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