UID:
almahu_9948234404402882
Format:
1 online resource (xxvii, 815 pages) :
,
digital, PDF file(s).
ISBN:
9780511754081 (ebook)
Content:
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.
Note:
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.
Additional Edition:
Print version: ISBN 9780521413541
Language:
English
URL:
https://doi.org/10.1017/CBO9780511754081
URL:
https://doi.org/10.1017/CBO9780511754081
URL:
Volltext
(lizenzpflichtig)
