Statistics and Econometric Models Volume I
by Christian Gourieroux and Alain Monfort (1995)

Publisher: Cambridge University Press
ISBN: 9780521477444
Pages: 524 pages
Price: £35.00+ p&p

Contents

Table of Contents
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Table of Contents

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Preface

1. Models

2. Statistical problems and decision theory

3. Statistical information: classical approach

4. Bayesian interpretations of sufficiency, ancillarity and identification

5. Elements of estimation theory

6. Unbiased estimation;

7. Maximum likelihood estimation;

8. M-estimation;

9. Methods of moments and their generalizations;

10. Estimation under equality constraints

11. Prediction

12. Bayesian estimation

13. Numerical procedures.