Probability Theory and Statistical Inference: Econometric Modeling with Observational Data

By: Spanos,ArisMaterial type: TextTextPublication 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 Reference Books Main Library
Reference 		Reference 519.2 SPA (Browse shelf(Opens below)) Available 006542
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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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