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  • Cited by 90
      • Volume 2: Testing, Confidence Regions, Model Selection and Asymptotic Theory
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    • Publisher:
      Cambridge University Press
      Publication date:
      04 August 2010
      26 October 1995
      ISBN:
      9780511751950
      9780521471626
      9780521477451
      DOI:
      https://doi.org/10.1017/CBO9780511751950
      Dimensions:
      (228 x 152 mm)
      Weight & Pages:
      0.89kg, 544 Pages
      Dimensions:
      (228 x 152 mm)
      Weight & Pages:
      0.79kg, 544 Pages
      • Subjects:
      Economics, Econometrics and Mathematical Methods
      Series:
      Themes in Modern Econometrics
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    • Selected: Digital
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    Subjects:
    Economics, Econometrics and Mathematical Methods
    Series:
    Themes in Modern Econometrics
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    Book description

    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.

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