000 | 00372nam a2200133Ia 4500 | ||
---|---|---|---|
999 |
_c153434 _d153434 |
||
020 | _a0521478375 | ||
040 | _cCUS | ||
082 |
_a330.015195 _bGON/S |
||
100 | _aGourierour, Christian | ||
245 | 0 |
_aStatistics and econometric models/ _cChristian Gourierour and Alain Monfort |
|
260 |
_aCambridge: _bCambridge University Press, _c1995. |
||
300 |
_a2 v. (xv, 526 p.) : _bill. ; _c24 cm. |
||
440 | _a(Themes in modern econometrics) | ||
500 | _av. 1. General concepts, estimation, prediction, and algorighms. -- v. 2. Testing, confidence regions, model selection and asymptotic theory | ||
505 | _a1. 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. | ||
650 | _aStatistics | ||
650 | _aEconometric Models | ||
700 | _aMonfort, Alain | ||
942 | _cWB16 |