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Preface;
1. Models;
2. Statistical problems and decision theory;
3. Statistical information: classical approach;
4. Bayesian interpretations 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.
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Johnny Nix
reviewed Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms on February 27, 2016
Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms
A good reference book for PhD level time series Econometrics. For more theoretical studies Hurn's "Econometric Modeling" is suggested.
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