Mendeley出力
＜図書＞
Testing, confidence regions, model selection, and asymptotic theory
| 責任表示 | Christian Gourieroux, Alain Monfort ; translated by Quang Vuong |
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| シリーズ | Themes in modern econometrics ; . Statistics and econometric models ; v. 2 |
| データ種別 | 図書 |
| 出版情報 | Cambridge [England] ; New York : Cambridge University Press , 1995 |
| 本文言語 | 英語 |
| 大きさ | xv, 526 p. : ill. ; 24 cm |
| 概要 | 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 o... 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. The second volume in a major two-volume set of advanced texts in econometrics.続きを見る |
| 目次 | v. 1. General concepts, estimation, prediction, and algorighms v. 2. Testing, confidence regions, model selection, and asymptotic theory. |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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: pbk | 中央図 3B | 331.19/G 74/1-2A | 1995 |
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068172195020044 |
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書誌詳細
| 別書名 | 原タイトル:Statistique et modèles économétriques |
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| 一般注記 | Translation of: Statistique et modèles économétriques, v. 2 Originally published in French by Économica, 1989 Includes bibliographical references and index |
| 著者標目 | *Gourieroux, Christian, 1949- Monfort, Alain, 1943- Vuong, Quang Hieu, 1953- |
| 件 名 | LCSH:Statistics LCSH:Econometric models |
| 分 類 | NDC9:331.19 LCC:HB137 DC20:330/.01/5195 |
| 書誌ID | 1000256059 |
| ISBN | 0521471621 |
| NCID | BA26386406 |
| 巻冊次 | : hbk ; ISBN:0521471621 : pbk ; ISBN:052147745X |
| 登録日 | 2009.09.11 |
| 更新日 | 2009.09.11 |