UNIVERSITY LIBRARY CATALOGUE

Statistics and econometric models /

Gourieroux, Christian , 1949-

Statistics and econometric models / Christian Gourieroux, Alain M onfort ; translated by Quang Vuong. - Cambridge : Cambridge University Press1995, 1995. - 2v. ; 23 cm. - Themes in modern econometrics. .

Includes bibliographical references.

V.1. Estimation, prediction and algorithms. V.2 Testing, confidence regions, model selection, and a symptotic theory

0521478375 (two vol.pbk.set)


Statistics
Econometric models

330.01519