Simulation-Based Econometric Methods

By Christian Gourieroux

Life Application Bible: New International Version Indexed Tea Rose Bonded Leather

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ARCH Models and Financial Applications

By Christian Gourieroux

ARCH models provide an appropriate framework for studying financial and monetary problems. This book surveys recent work with ARCH models from the perspective of statistical theory, financial model...

Econometrics of Qualitative Dependent Variables Themes in Modern Econometrics

By Christian Gourieroux

Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms: General Concepts, Estimation, Prediction and Algorithms v. 1

By Christian Gourieroux, Alain Monfort

Time Series and Dynamic Models

By Christian Gourieroux, Alain Monfort

Time Series and Dynamic Models

By Christian Gourieroux

Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory: Testing, Confidence Regions, Model ... Theory v. 2

By Alain Monfort, Christian Gourieroux

Statistics and Econometric Models

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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 a...

Statistics and econometric models

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This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. The reader will find a description not onl...