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Statistics and econometric models : general concepts, estimation, prediction and algorithms. Volume 1.
Appartenance & droits
GOURIEROUX Christian ; MONFORT Alain
1995
504
0-521-47744-1
331.23-GOURI
ECONOMETRICS ; ECONOMIC STATISTICS ; STATISTICS ; ECONOMIC ANALYSIS ; ECONOMY MODEL
| No. | Call n° | Bar code | Commentary | |
|---|---|---|---|---|
| 1 | [available] |
Contents : Contents
Preface
1. Models
2. Statistical problems and decision theory
3. Statistical information: classical approach
4. Bayesian interpretations of sufficiency, ancillarity and identification
5. Elements of estimation theory
6. Unbiased estimation
7. Maximum likelihood estimation
8. M-estimation
9. Methods of moments and their generalizations
10. Estimation under equality constraints
11. Prediction
12. Bayesian estimation
13. Numerical procedures
Language : English
Series : THEMES IN MODERN ECONOMETRICS
Place of publishing : CAMBRIDGE
Location : Nice Library
Material : Paper
Statement : Présent
Owner : Bibliothèque