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Statistics and econometric models/ Christian Gourierour and Alain Monfort

By: Gourierour, ChristianContributor(s): Monfort, AlainMaterial type: Text

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: 330.015195

Contents:

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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Holdings
Item 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

Total holds: 0

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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