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