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  3. Statistics and Econometric Models
  • Cited by 44
Publisher:
Cambridge University Press
Online publication date:
August 2010
Print publication year:
1995
Online ISBN:
9780511751967
DOI:
https://doi.org/10.1017/CBO9780511751967
Subjects:
Economics, Econometrics and Mathematical Methods
Series:
Themes in Modern Econometrics
Information

Book description

This is the first volume in a major two-volume set of advanced texts in econometrics. It is essentially a text in statistics which is adapted to deal with economic phenomena. Christian Gourieroux and Alain Monfort have written a text which synthesises a great deal of material scattered across a variety of books and journals. They present both the basic and the more sophisticated statistical models which are crucial to an understanding of econometric models, and have taken care to employ mathematical tools with which a majority of students with a basic course in econometrics will be familiar. One of the most attractive features of the books is the liberal use throughout of real-world economic examples. They are also distinctive for their emphasis on promoting an intuitive understanding of the models and results at the expense of overly technical discussions.

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