Probability theory and statistical inference : econometric modeling with observational data /

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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.

Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Spanos, Aris, 1952-
Format: Électronique eBook
Langue:Inglés
Publié: Cambridge, UK ; New York, NY, USA : Cambridge University Press, ©1999.
Sujets:
Econometrics.
Probabilities.
Économétrie.
Probabilités.
probability.
BUSINESS & ECONOMICS > Econometrics.
BUSINESS & ECONOMICS > Statistics.
Mathematical statistics.
Waarschijnlijkheidstheorie.
Econometrische modellen.
Statistische analyse.
Econometria.
Modèles mathématiques.
Modèles économétriques.
Leermiddelen (vorm)
Accès en ligne:Texto completo
Table des matières:
  • 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.
  • 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.
  • App. B. Bivariate distributions
  • 5. Probabilistic concepts and real data
  • 6. The notion of a non-random sample
  • 7. Regression and related notions
  • 8. Stochastic processes
  • 9. Limit theorems.

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