Probability theory and statistical inference : econometric modeling with observational data / Aris Spanos.
Material type:
TextPublication details: Cambridge, UK ; New York, NY, USA : Cambridge University Press, ©1999.Description: 1 online resource (xxvii, 815 pages) : illustrationsContent type: - text
- computer
- online resource
- 0511010974
- 9780511010972
- 0511116039
- 9780511116032
- 9780511754081
- 0511754086
- 9786610151738
- 6610151733
- Econometrics
- Probabilities
- BUSINESS & ECONOMICS -- Econometrics
- BUSINESS & ECONOMICS -- Statistics
- Mathematical statistics
- Probabilities
- Econometrics
- Probabilities
- Waarschijnlijkheidstheorie
- Econometrische modellen
- Statistische analyse
- Econometria
- Économétrie
- Modèles mathématiques
- Modèles économétriques
- Probabilités
- 330/.01/5195 21
- HB139 .S66 1999eb
- 31.70
| Item type | Current library | Collection | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|---|
eBook
|
e-Library | EBSCO Business | Available |
Includes bibliographical references (pages 787-805) and index.
Print version record.
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.
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.
Master record variable field(s) change: 050