Product Description

This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. It is a well-integrated textbook presenting a wide diversity of models in a coherent and unified framework. 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. Although the two volumes do not demand a high level of mathematical knowledge, they do draw on linear algebra and probability theory. The breadth of approaches and the extensive coverage of this two-volume work provide for a thorough and entirely self-contained course in modern economics. 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 Details

• Amazon Sales Rank: #310902 in Books
• Published on: 1995-10-27
• Original language: French
• Number of items: 1
• Binding: Paperback
• 524 pages

Language Notes
Text: English (translation)
Original Language: French

Customer Reviews

Theoretically rigorous and useful
Gourieroux & Monfort's (translated) 2-volume set has beautiful theory but at the same time lends itself to applications. The theory is intuitive, rigorous and fun to read. It also makes the connection between the theory and application understandable and meaningful (something that other books, e.g., Casella & Berger, fail to do). Highly recommended.