Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Pred…

Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and AlgorithmsAuthor(s): Christian Gourieroux, Alain Monfort, Quang Vuong\nFormat: Hardback\nPublisher: Cambridge University Press, United Kingdom\nImprint: Cambridge University Press\nISBN-13: 9780521405515, 978-0521405515\nSynopsis\nThis is the first volume in a major two-volume set of advanced texts in econometrics. It is essentially a text in statistics which is adapted to deal with economic phenomena. Christian Gourieroux and Alain Monfort have written a text which synthesises a great deal of material scattered across a variety of books and journals. They present both the basic and the more sophisticated statistical models which are crucial to an understanding of econometric models, and have taken care to employ mathematical tools with which a majority of students with a basic course in econometrics will be familiar. One of the most attractive features of the books is the liberal use throughout.