Statistics and Econometric Models

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: Christian Gourieroux, Christian Monfort Gourieroux, Alain Monfort
• Assisted by: Alain Monfort (Editor), Peter C. B. Phillips (Editor), Quang Vuong (Translation)
• Publisher: Cambridge University Press Academic
• Languages: English
• Product format: Paperback / Softback
• Released: 26.10.1995
• EAN: 9780521477444
• ISBN: 978-0-521-47744-4
• Dimensions: 154 mm x 229 mm x 32 mm
• Series: Themes in Modern Econometrics
• Subjects: Natural sciences, medicine, IT, technology; Social sciences, law, business > Business > Economics