Gourieroux,, Christian General concepts, estimation, prediction, and algorithmsTesting, confidence regions, model selection, and asymptotic theory Statistics and econometric models / Christian Gourieroux, Alain Monfort ; trad. Quang Vuong

Statistics and econometric models / Christian Gourieroux, Alain Monfort ; trad. Quang Vuong . - Cambridge : Cambridge University Press, 1995 . - 2 v. : il. 23 cm . - (Themes in modern econometrics; 2)) . -
vol.1 : General concepts, estimation, prediction, and algorithms. - XVII, 504 p
vol.2 : Testing, confidence regions, model selection, and asymptotic theory. - XV, 526 p.
0-521-47837-5 (Obra completa) (Brochada)

330.115