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

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Probability theory and statistical inference :/ Aris Spanos.
其他題名:	econometric modeling with observational data /
其他題名:	Probability Theory & Statistical Inference
作者:	Spanos, Aris,
面頁冊數:	1 online resource (xxvii, 815 pages) :digital, PDF file(s). :
附註:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
標題:	Econometrics. -
電子資源:	https://doi.org/10.1017/CBO9780511754081
ISBN:	9780511754081 (ebook)

Probability theory and statistical inference : = econometric modeling with observational data /
Spanos, Aris,1952-

Probability theory and statistical inference :econometric modeling with observational data /Probability Theory & Statistical InferenceAris Spanos. - 1 online resource (xxvii, 815 pages) :digital, PDF file(s).

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

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.

This major textbook from a distinguished econometrician is intended for students taking introductory courses in probability theory and statistical inference. No prior knowledge other than a basic familiarity with descriptive statistics is assumed. The primary objective of this book is to establish the framework for the empirical modelling of observational (non-experimental) data. This framework known as 'Probabilistic Reduction' is formulated with a view to accommodating the peculiarities of observational (as opposed to experimental) data in a unifying and logically coherent way. Probability Theory and Statistical Inference differs from traditional textbooks in so far as it emphasizes concepts, ideas, notions and procedures which are appropriate for modelling observational data. Aimed at students at second-year undergraduate level and above studying econometrics and economics, this textbook will also be useful for students in other disciplines which make extensive use of observational data, including finance, biology, sociology and psychology and climatology.

ISBN: 9780511754081 (ebook)Subjects--Topical Terms:

556981
Econometrics.

LC Class. No.: HB139 / .S66 1999

Dewey Class. No.: 330/.01/5195

Probability theory and statistical inference : = econometric modeling with observational data /
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505 0 $a 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.
520 $a This major textbook from a distinguished econometrician is intended for students taking introductory courses in probability theory and statistical inference. No prior knowledge other than a basic familiarity with descriptive statistics is assumed. The primary objective of this book is to establish the framework for the empirical modelling of observational (non-experimental) data. This framework known as 'Probabilistic Reduction' is formulated with a view to accommodating the peculiarities of observational (as opposed to experimental) data in a unifying and logically coherent way. Probability Theory and Statistical Inference differs from traditional textbooks in so far as it emphasizes concepts, ideas, notions and procedures which are appropriate for modelling observational data. Aimed at students at second-year undergraduate level and above studying econometrics and economics, this textbook will also be useful for students in other disciplines which make extensive use of observational data, including finance, biology, sociology and psychology and climatology.
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