Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory
Seiten
1995
Cambridge University Press (Verlag)
978-0-521-47162-6 (ISBN)
Cambridge University Press (Verlag)
978-0-521-47162-6 (ISBN)
This is the second volume in a major two-volume set of advanced texts in econometrics. It is a work of synthesis that covers both the basic and more sophisticated models. The books are distinctive for their attention to intuitive reasoning and the presentation of many real-world economic examples.
This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. The reader will find a description not only of the classical concepts and results of mathematical statistics, but also of concepts and methods recently developed for the specific needs of econometrics. The authors have sought to avoid an overly technical presentation and go to some lengths to encourage an intuitive understanding of the results by providing numerous examples throughout. The breadth of approaches and the extensive coverage of the two volumes provide for a thorough and entirely self-contained course in modern econometrics. Volume 1 provides an introduction to general concepts and methods in statistics and econometrics, and goes on to cover estimation and prediction. Volume 2 focuses on testing, confidence regions, model selection, and asymptotic theory.
This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. The reader will find a description not only of the classical concepts and results of mathematical statistics, but also of concepts and methods recently developed for the specific needs of econometrics. The authors have sought to avoid an overly technical presentation and go to some lengths to encourage an intuitive understanding of the results by providing numerous examples throughout. The breadth of approaches and the extensive coverage of the two volumes provide for a thorough and entirely self-contained course in modern econometrics. Volume 1 provides an introduction to general concepts and methods in statistics and econometrics, and goes on to cover estimation and prediction. Volume 2 focuses on testing, confidence regions, model selection, and asymptotic theory.
1. Introduction to tests of hypotheses; 2. Uniformly most powerful tests; 3. Unbiased tests and invariant tests; 4. Likelihood based tests; 5. General asymptotic tests; 6. Multiple tests; 7. Set estimation and confidence regions; 8. Inequality constraints: estimation and testing; 9. Nonnested tests and model selection criteria; 10. Asymptotic efficiency; 11. Asymptotic theory; Appendix A. Review of linear algebra and matrix calculus; Appendix B. Review of probability.
| Erscheint lt. Verlag | 26.10.1995 |
|---|---|
| Reihe/Serie | Themes in Modern Econometrics |
| Übersetzer | Quang Vuong |
| Zusatzinfo | 15 Tables, unspecified; 26 Line drawings, unspecified |
| Verlagsort | Cambridge |
| Sprache | englisch |
| Maße | 30 x 229 mm |
| Gewicht | 890 g |
| Themenwelt | Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie |
| ISBN-10 | 0-521-47162-1 / 0521471621 |
| ISBN-13 | 978-0-521-47162-6 / 9780521471626 |
| Zustand | Neuware |
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