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Statistics and econometric models : testing, confidence regions, model selection and asymptotic theory. Volume 2.
Appartenance & droits
GOURIEROUX Christian ; MONFORT Alain
1995
526
0-521-47745-X
331.23-GOURI
ECONOMETRICS ; ECONOMIC STATISTICS ; STATISTICS ; ECONOMIC ANALYSIS ; ECONOMY MODEL
| No. | Call n° | Bar code | Commentary | |
|---|---|---|---|---|
| 1 | [available] |
Contents : Contents
Preface
14. Introduction to tests of hypotheses
15. Uniformly most powerful tests
16. Unbiased tests and invariant tests
17. Likelihood based tests
18. General asymptotic tests
19. Multiple tests
20. Set estimation and confidence regions
21. Inequality constraints: estimation and testing
22. Nonnested tests
23. Asymptotic efficiency
24. Asymptotic theory
Review of linear algebra and matrix calculus
Review of probability
Language : English
Series : THEMES IN MODERN ECONOMETRICS
Place of publishing : CAMBRIDGE
Location : Nice Library
Material : Paper
Statement : Présent
Owner : Bibliothèque