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statistics and econometric models vol2
Paperback: 524 pages Publisher: Cambridge University Press (12 Jan 2008) Language English ISBN-10: 0521477441 ISBN-13: 978-0521477444 Product Dimensions: 22.6 x 15.2 x 3.8 cm Average Customer Review: No customer reviews yet. Be the first. Amazon.co.uk Sales Rank: 663,347 in Books (See Bestsellers in Books)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.
Book Description
This is the first volume in a major two-volume set of advanced texts in econometrics. It is a work of synthesis that covers both the basic and the more sophisticated statistical models. The books are distinctive for their attention to intuitive reasoning and the presentation of many real-world economic examples.
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