Christian Gourieroux, Alain Monfort

Statistics and Econometric Models

• Gebundenes Buch

Produktbeschreibung

The second volume in a major two-volume set of advanced texts in econometrics.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 544
• Erscheinungstermin: 8. Januar 2015
• Englisch
• Abmessung: 235mm x 157mm x 34mm
• Gewicht: 931g
• ISBN-13: 9780521471626
• ISBN-10: 0521471621
• Artikelnr.: 21068157

Inhaltsangabe

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.