Statistics and Econometric Models: Testing, Con. Gourieroux<|

Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic TheoryAuthor(s): Christian Gourieroux, Alain Monfort, Quang Vuong\nFormat: Hardback\nPublisher: Cambridge University Press, United Kingdom\nImprint: Cambridge University Press\nISBN-13: 9780521471626, 978-0521471626\nSynopsis\nThis two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. The reader will find a description not only of the classical concepts and results of mathematical statistics, but also of concepts and methods recently developed for the specific needs of econometrics. The authors have sought to avoid an overly technical presentation and go to some lengths to encourage an intuitive understanding of the results by providing numerous examples throughout. The breadth of approaches and the extensive coverage of the two volumes provide for a thorough and entirely self-contained.