Testing, confidence regions, model selection, and asymptotic theory

Author(s)

• Gourieroux, Christian
• Monfort, Alain
• Vuong, Quang Hieu

Bibliographic Information

Testing, confidence regions, model selection, and asymptotic theory

Christian Gourieroux, Alain Monfort ; translated by Quang Vuong

（Themes in modern econometrics, . Statistics and econometric models ; v. 2）

Cambridge University Press, 1995

• : hbk
• : pbk

Other Title

Statistique et modèles économétriques

Note

Translation of: Statistique et modèles économétriques, v. 2

Originally published in French by Économica, 1989

Includes bibliographical references and index

Details

• NCID: BA26386406
• ISBN:
  • 0521471621
  • 052147745X
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Original Language Code: fre
• Place of Publication: Cambridge [England] ; New York
• Pages/Volumes: xv, 526 p.
• Size: 24 cm
• Classification:
  • NDC9 : 331.19
  • LCC : HB137
  • DC20 : 330/.01/5195
• Subject Headings:
  • LCSH : Statistics
  • LCSH : Econometric models
• Parent Bibliography ID:
  • BA26056911