Statistics and econometric models/
Christian Gourierour and Alain Monfort
- Cambridge: Cambridge University Press, 1995.
- 2 v. (xvii, 504 p.) : ill. ; 24 cm.
v. 1. General concepts, estimation, prediction, and algorighms. -- v. 2. Testing, confidence regions, model selection and asymptotic theory
1 Models 2 Statistical Problems and Decision Theory 3 Statistical Information: Classical Approach 4 Bayesian Interpretation 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