Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory

Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory

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  • Author: Christian Gourieroux
  • Publisher: Cambridge University Press
  • ISBN: 9780521471626
  • Category : Business & Economics
  • Languages : en
  • Pages : 0

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.


Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory

Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory

PDF Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory Download

  • Author: Christian Gourieroux
  • Publisher: Cambridge University Press
  • ISBN: 9780521471626
  • Category : Business & Economics
  • Languages : en
  • Pages : 544

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.


Statistics and Econometric Models

Statistics and Econometric Models

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  • Author: Christian Gourieroux
  • Publisher: Cambridge University Press
  • ISBN: 9780521477444
  • Category : Business & Economics
  • Languages : en
  • Pages : 528

This is the first volume in a major two-volume set of advanced texts in econometrics.


Statistics and Econometric Models

Statistics and Econometric Models

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  • Author: Christian Gourieroux
  • Publisher:
  • ISBN: 9780521478373
  • Category : Econometric models
  • Languages : en
  • Pages : 526


The SAGE Handbook of Regression Analysis and Causal Inference

The SAGE Handbook of Regression Analysis and Causal Inference

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  • Author: Henning Best
  • Publisher: SAGE
  • ISBN: 1473914388
  • Category : Social Science
  • Languages : en
  • Pages : 577

′The editors of the new SAGE Handbook of Regression Analysis and Causal Inference have assembled a wide-ranging, high-quality, and timely collection of articles on topics of central importance to quantitative social research, many written by leaders in the field. Everyone engaged in statistical analysis of social-science data will find something of interest in this book.′ - John Fox, Professor, Department of Sociology, McMaster University ′The authors do a great job in explaining the various statistical methods in a clear and simple way - focussing on fundamental understanding, interpretation of results, and practical application - yet being precise in their exposition.′ - Ben Jann, Executive Director, Institute of Sociology, University of Bern ′Best and Wolf have put together a powerful collection, especially valuable in its separate discussions of uses for both cross-sectional and panel data analysis.′ -Tom Smith, Senior Fellow, NORC, University of Chicago Edited and written by a team of leading international social scientists, this Handbook provides a comprehensive introduction to multivariate methods. The Handbook focuses on regression analysis of cross-sectional and longitudinal data with an emphasis on causal analysis, thereby covering a large number of different techniques including selection models, complex samples, and regression discontinuities. Each Part starts with a non-mathematical introduction to the method covered in that section, giving readers a basic knowledge of the method’s logic, scope and unique features. Next, the mathematical and statistical basis of each method is presented along with advanced aspects. Using real-world data from the European Social Survey (ESS) and the Socio-Economic Panel (GSOEP), the book provides a comprehensive discussion of each method’s application, making this an ideal text for PhD students and researchers embarking on their own data analysis.


Ibss: Economics: 1995

Ibss: Economics: 1995

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  • Author: Compiled by the British Library of Political and Economic Science at the London School of Economics
  • Publisher: Psychology Press
  • ISBN: 9780415152150
  • Category : Business & Economics
  • Languages : en
  • Pages : 680

The IBSS is the essential tool for librarians, university departments, research institutions and any public or private institutions whose work requires access to up-to-date and comprehensive knowledge of the social sciences.


The American Economic Review

The American Economic Review

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  • Author:
  • Publisher:
  • ISBN:
  • Category : Economics
  • Languages : en
  • Pages : 752

Includes papers and proceedings of the annual meeting of the American Economic Association. Covers all areas of economic research.


Journal of Statistical Planning and Inference

Journal of Statistical Planning and Inference

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  • Author: North-Holland Publishing Company
  • Publisher:
  • ISBN:
  • Category :
  • Languages : en
  • Pages : 812


Econometric Analysis of Model Selection and Model Testing

Econometric Analysis of Model Selection and Model Testing

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  • Author: M. Ishaq Bhatti
  • Publisher: Routledge
  • ISBN: 135194195X
  • Category : Business & Economics
  • Languages : en
  • Pages : 286

In recent years econometricians have examined the problems of diagnostic testing, specification testing, semiparametric estimation and model selection. In addition researchers have considered whether to use model testing and model selection procedures to decide the models that best fit a particular dataset. This book explores both issues with application to various regression models, including the arbitrage pricing theory models. It is ideal as a reference for statistical sciences postgraduate students, academic researchers and policy makers in understanding the current status of model building and testing techniques.


Statistical Foundations of Econometric Modelling

Statistical Foundations of Econometric Modelling

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  • Author: Aris Spanos
  • Publisher: Cambridge University Press
  • ISBN: 9780521269124
  • Category : Business & Economics
  • Languages : en
  • Pages : 722

A thorough foundation in probability theory and statistical inference provides an introduction to the underlying theory of econometrics that motivates the student at a intuitive as well as a formal level.