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  3. Statistics and Econometric Models
    Volume 2: Testing, Confidence Regions, Model Selection and Asymptotic Theory
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  • Publisher:
    Cambridge University Press
    Publication date:
    04 August 2010
    26 October 1995
    ISBN:
    9780511751950
    9780521471626
    9780521477451
    DOI:
    https://doi.org/10.1017/CBO9780511751950
    Dimensions:
    (228 x 152 mm)
    Weight & Pages:
    0.89kg, 544 Pages
    Dimensions:
    (228 x 152 mm)
    Weight & Pages:
    0.79kg, 544 Pages
    • Subjects:
    Economics, Econometrics and Mathematical Methods
    Series:
    Themes in Modern Econometrics
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    Subjects:
    Economics, Econometrics and Mathematical Methods
    Series:
    Themes in Modern Econometrics
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    Book description

    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.

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