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Probability Theory and Statistical Inference: Econometric Modeling with Observational Data

By: Spanos,ArisMaterial type: Text

TextPublication details: Cambridge : Cambridge University Press, ©1999Edition: 1stDescription: xxvii, 815 pages : illustrationsISBN: 9780521413541; 0521413540 ; 9780521424080 ; 0521424089Subject(s): Econometrics | ProbabilitiesDDC classification: 519.2

Contents:

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.

Summary: 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.

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Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds
Reference Books	Main Library Reference	Reference	519.2 SPA (Browse shelf(Opens below))	Available		006542

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Previous	519.2 PRO Probability & statistics for engineers & scientists	519.2 ROS A First Course in Probability	519.2 SAX Probability and Its Applications	519.2 SPA Probability Theory and Statistical Inference: Econometric Modeling with Observational Data	519.2 SPI Schaum's Outline Of Theory and Problems of Probability and Statistics	519.2 SPI Schaum's Outline Of Theory and Problems of Probability and Statistics	519.2 SPI Schaum's Outline Of Theory and Problems of Probability and Statistics	Next

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.

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