Statistics and Econometric Models: Volume 1, General Concepts, - Estimation, Prediction and Algorithm

Zusammenfassung This is the first volume in a major two-volume set of advanced texts in econometrics. It is a work of synthesis that covers both the basic and the more sophisticated statistical models. The books are distinctive for their attention to intuitive reasoning and the presentation of many real-world economic examples. Inhaltsverzeichnis Preface; 1. Models; 2. Statistical problems and decision theory; 3. Statistical information: classical approach; 4. Bayesian interpretations of sufficiency, ancillarity and identification; 5. Elements of estimation theory; 6. Unbiased estimation; 7. Maximum likelihood estimation; 8. M-estimation; 9. Methods of moments and their generalizations; 10. Estimation under equality constraints; 11. Prediction; 12. Bayesian estimation; 13. Numerical procedures.

Product details

• Authors: Monfort Alain, Gourieroux Christian, Christian Gourieroux, Christian (Crest-Insee Gourieroux, Christian Monfort Gourieroux, Alain Monfort, Monfort Alain
• Assisted by: Quang Vuong (Translation), Vuong Quang (Translation)
• Publisher: Cambridge University Press ELT
• Languages: English
• Product format: Hardback
• Released: 26.10.1995
• EAN: 9780521405515
• ISBN: 978-0-521-40551-5
• No. of pages: 524
• Series: Themes in Modern Econometrics; Themes in Modern Econometrics
• Subjects: Guides > Law, job, finance; Social sciences, law, business > Business > Economics; BUSINESS & ECONOMICS / Econometrics, Econometrics, Econometrics and economic statistics