Probability Theory and Statistical Inference: Econometric Modeling with Observational Data
Author:   Aris Spanos (University of Cyprus)
Publisher:   Cambridge University Press
ISBN:  

9780511754081


Publication Date:   06 July 2010
Format:   Undefined
Availability:   Available To Order   Availability explained
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Probability Theory and Statistical Inference: Econometric Modeling with Observational Data


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Overview

This major textbook from a distinguished econometrician is intended for students taking introductory courses in probability theory and statistical inference. No prior knowledge other than a basic familiarity with descriptive statistics is assumed. The primary objective of this book is to establish the framework for the empirical modelling of observational (non-experimental) data. This framework known as 'Probabilistic Reduction' is formulated with a view to accommodating the peculiarities of observational (as opposed to experimental) data in a unifying and logically coherent way. Probability Theory and Statistical Inference differs from traditional textbooks in so far as it emphasizes concepts, ideas, notions and procedures which are appropriate for modelling observational data. Aimed at students at second-year undergraduate level and above studying econometrics and economics, this textbook will also be useful for students in other disciplines which make extensive use of observational data, including finance, biology, sociology and psychology and climatology.

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Author:   Aris Spanos (University of Cyprus)
Publisher:   Cambridge University Press
Imprint:   Cambridge University Press (Virtual Publishing)
ISBN:  

9780511754081


ISBN 10:   0511754086
Publication Date:   06 July 2010
Audience:   College/higher education ,  Professional and scholarly ,  Tertiary & Higher Education ,  Professional & Vocational
Format:   Undefined
Publisher's Status:   Active
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

Table of Contents

Preface; 1. An introduction to empirical modelling; 2. Probability theory: a modelling framework; 3. The notion of a probability model; 4. The notion of a random sample; 5. Theoretical concepts and real data; 6. The notion of a non-random sample; 7. Regression and related notions; 8. Stochastic processes; 9. Limit theorems; 10. From probability theory to statistical inference; 11. An introduction to statistical inference; 12. Estimation I: properties of estimators; 13. Estimation II: methods of estimation; 14. Hypothesis testing; 15. Misspecification testing; References; Index.

Reviews

'... a useful complement to a full introductory course in probabilistic foundations of econometrics.' The Times Higher Education Supplement The chapters are impressive because of their thoroughness and attention to detail. The writing is elegant. The problem sections at the ends of the chapters are both reinforcing and creatively challenging... The section on 'building block' stochastics is one of the best I have read... the treatment and presentation are refreshing in their clarity. Computing Reviews Undergraduate and graduate-level introductory textbook on probability theory and


'… a useful complement to a full introductory course in probabilistic foundations of econometrics.' The Times Higher Education Supplement


'... a useful complement to a full introductory course in probabilistic foundations of econometrics.' The Times Higher Education Supplement


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