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Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model
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eBay item number:296363758716
Item specifics
- Condition
- Book Title
- Statistics and Econometric Models: Volume 2, Testing, Confidence
- Subject
- Statistics
- ISBN
- 9780521471626
- Publication Name
- Statistics and Econometric Models Vol. 2 : Testing, Confidence Regions, Model Selection and Asymptotic Theory
- Item Length
- 9in
- Publisher
- Cambridge University Press
- Series
- Themes in Modern Econometrics Ser.
- Publication Year
- 1995
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Item Height
- 6in
- Item Width
- 1.2in
- Item Weight
- 31.4 Oz
- Number of Pages
- 544 Pages
About this product
Product Information
This 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 course in modern econometrics. Volume 1 provides an introduction to general concepts and methods in statistics and econometrics, and goes on to cover estimation and prediction. Volume 2 focuses on testing, confidence regions, model selection, and asymptotic theory.
Product Identifiers
Publisher
Cambridge University Press
ISBN-10
0521471621
ISBN-13
9780521471626
eBay Product ID (ePID)
492079
Product Key Features
Publication Name
Statistics and Econometric Models Vol. 2 : Testing, Confidence Regions, Model Selection and Asymptotic Theory
Format
Hardcover
Language
English
Series
Themes in Modern Econometrics Ser.
Publication Year
1995
Type
Textbook
Number of Pages
544 Pages
Dimensions
Item Length
9in
Item Height
6in
Item Width
1.2in
Item Weight
31.4 Oz
Additional Product Features
Lc Classification Number
Hb137 .G6613 1995
Original Language
French
Table of Content
1. 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.
Copyright Date
1995
Target Audience
Scholarly & Professional
Topic
Probability & Statistics / General, Econometrics
Lccn
94-025194
Dewey Decimal
330.01519
Dewey Edition
21
Illustrated
Yes
Genre
Business & Economics, Mathematics
Item description from the seller
Seller assumes all responsibility for this listing.
eBay item number:296363758716
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Item location:
Nashville, Tennessee, United States
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