Statistics And Econometric Models: Volume 2 By Christian Gourieroux
by Christian Gourieroux /
1996 / English / PDF
36.5 MB Download
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.
