TY - BOOK AU - Spanos,Aris TI - Probability theory and statistical inference: econometric modeling with observational data SN - 0511010974 AV - HB139 .S66 1999eb U1 - 330/.01/5195 21 PY - 1999/// CY - Cambridge, UK, New York, NY, USA PB - Cambridge University Press KW - Econometrics KW - Probabilities KW - BUSINESS & ECONOMICS KW - bisacsh KW - Statistics KW - Mathematical statistics KW - blmlsh KW - fast KW - Waarschijnlijkheidstheorie KW - gtt KW - Econometrische modellen KW - Statistische analyse KW - Econometria KW - larpcal KW - Économétrie KW - ram KW - Modèles mathématiques KW - Modèles économétriques KW - Probabilités KW - Electronic books KW - Leermiddelen (vorm) KW - Electronic book N1 - Includes bibliographical references (pages 787-805) and 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; 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 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 UR - https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=73012 ER -