Statistics and econometric models v2
Christian Gourieroux, Alain Monfort ; translated by Quang Vuong.
- Cambridge [England] ; New York, NY, USA : Cambridge University Press, 1995.
- 2 v. : ill. ; 24 cm.
- Themes in modern econometrics .
Includes bibliographical references and indexes.
v. 1. General concepts, estimation, prediction, and algorighms -- v. 2. Testing, confidence regions, model selection, and asymptotic theory.