Statistics and Econometric Models

Christian Gourieroux and Alain Monfort

in Cambridge Books from Cambridge University Press

Abstract: This is the first volume in a major two-volume set of advanced texts in econometrics. It is essentially a text in statistics which is adapted to deal with economic phenomena. Christian Gourieroux and Alain Monfort have written a text which synthesises a great deal of material scattered across a variety of books and journals. They present both the basic and the more sophisticated statistical models which are crucial to an understanding of econometric models, and have taken care to employ mathematical tools with which a majority of students with a basic course in econometrics will be familiar. One of the most attractive features of the books is the liberal use throughout of real-world economic examples. They are also distinctive for their emphasis on promoting an intuitive understanding of the models and results at the expense of overly technical discussions.

Date: 1995
References: Add references at CitEc
Citations: View citations in EconPapers (210)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Book: Statistics and Econometric Models (1995)
Book: Statistics and Econometric Models (1995)
Book: Statistics and Econometric Models (1995)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cup:cbooks:9780521405515

Ordering information: This item can be ordered from
http://www.cambridge ... p?isbn=9780521405515

Access Statistics for this book

More books in Cambridge Books from Cambridge University Press
Bibliographic data for series maintained by Data Services ().