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