TY - BOOK AU - Spanos,Aris TI - Probability Theory and Statistical Inference: Econometric Modeling with Observational Data SN - 9780521413541 U1 - 519.2 PY - 1999/// CY - Cambridge : PB - Cambridge University Press, KW - Econometrics KW - Probabilities N1 - 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 N2 - 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 ER -