Statistics and econometric models general concepts, estimation prediction and algorithms / volume 1 :
Christian Gourieroux, Alain Monfort ; translated by Quang Vuong
- Cambridge : The University Press, 1995
- v. : ill. ; 24 cm.
- Themes in modern econometrics .
Translation of: Statistique et modeles econometriques
Includes bibliographical references and index
Vol. 1. General concepts, estimation, prediction, and algorighms -- v. 2. Testing, confidence regions, model selection, and asymptotic theory