Statistics and Econometric Models 2 volume set: Statistics & Econometric Models v1: Volume 1 (Themes in Modern Econometrics) Paperback – 12 Jan 2008
- Choose from over 13,000 locations across the UK
- Prime members get unlimited deliveries at no additional cost
- Find your preferred location and add it to your address book
- Dispatch to this address when you check out
Customers Who Bought This Item Also Bought
Enter your mobile number or email address below and we'll send you a link to download the free Kindle App. Then you can start reading Kindle books on your smartphone, tablet, or computer - no Kindle device required.
To get the free app, enter your mobile phone number.
This is the first volume in a major two-volume set of advanced texts in econometrics. It is a work of synthesis that covers both the basic and the more sophisticated statistical models. The books are distinctive for their attention to intuitive reasoning and the presentation of many real-world economic examples.
About the Author
Christian Gourieroux is director of the Laboratory of Finance and Insurance at the Center for Research in Economics and Statistics (CREST) in Paris and professor at the University of Toronto. He has published numerous papers on both theoretical and applied econometrics, with a special emphasis on credit, finance, insurance, and systemic risk. He is the coauthor of Statistics and Econometric Models and Time Series and Dynamic Models, both published by Cambridge University Press, and of Financial Econometrics and Econometrics of Individual Risks. He has also received the Tjalling C. Koopmans Econometric Theory Prize. Gourieroux was scientific adviser for credit scoring and implementation of Basel regulation at BNP Paribas. He is a member of the scientific committees of the French Financial Market Authority and the Prudential Supervision and Resolution Authority.
Michael Wickens is professor of economics at the University of York and at Cardiff Business School. He is the coeditor of "Handbook of Applied Econometrics" and was managing editor of the "Economic Journal" from 1996 to 2004. He is specialist adviser to the House of Lords on macroeconomics and a member of the Shadow Monetary Policy Committee.