Gourieroux, Christian 1949-

Statistics and econometric models v.1 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.

0521405513 (v. 1 : hardback) 0521477441 (v. 1 : paperback) 0521471621 (v. 2) 052147745X (v. 2 : pb) 0521478375 (2 vol. paperback set)

94025194


Statistics.
Econometric models.

HB137 / .G6613 1995

330/.01/5195