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Spanos,Aris

Probability Theory and Statistical Inference: Econometric Modeling with Observational Data - 1st - Cambridge : Cambridge University Press, ©1999. - xxvii, 815 pages : illustrations ;

Includes Index

1. An introduction to empirical modeling --
2. Probability theory : a modeling framework --
3. The notion of a probability model --
App. A. Univariate probability models --
4. The notion of a random sample --
App. B. Bivariate distributions --
5. Probabilistic concepts and real data --
6. The notion of 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.


The primary objective of this text is to establish the framework for the empirical modelling of observational (non-experimental) data. The book is aimed at students taking introductory courses in proabilitity theory and statistical inference.

ISBN: 9780521413541 0521413540 9780521424080 0521424089

Subjects--Topical Terms:
Econometrics.
Probabilities.

Dewey Class. No.: 519.2 / SPA