Introduction to statistics and econometrics:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass. [u.a.]
Harvard Univ. Press
1994
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XIII, 368 S. graph. Darst. |
| ISBN: | 0674462254 |
Internformat
MARC
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| 100 | 1 | |a Amemiya, Takeshi |d 1935- |e Verfasser |0 (DE-588)124249914 |4 aut | |
| 245 | 1 | 0 | |a Introduction to statistics and econometrics |c Takeshi Amemiya |
| 264 | 1 | |a Cambridge, Mass. [u.a.] |b Harvard Univ. Press |c 1994 | |
| 300 | |a XIII, 368 S. |b graph. Darst. | ||
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| 650 | 4 | |a Statistik | |
| 650 | 4 | |a Econometrics | |
| 650 | 4 | |a Statistics | |
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Datensatz im Suchindex
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|---|---|
| adam_text | IMAGE 1
CONTENTS
PREFACE XI
1 INTRODUCTION 1
1.1 WHAT IS PROBABILITY? 1 1.2 WHAT IS STATISTICS? 2
2 PROBABILITY 5
2.1 INTRODUCTION 5 2.2 AXIOMS OF PROBABILITY 5 2.3 COUNTING TECHNIQUES 7
2.4 CONDITIONAL PROBABILITY AND INDEPENDENCE 10 2.5 PROBABILITY
CALCULATIONS 13
EXERCISES 17
3 RANDOM VARIABLES AND
PROBABILITY DISTRIBUTIONS 19
3.1 DEFINITIONS OF A RANDOM VARIABLE 19 3.2 DISCRETE RANDOM VARIABLES 20
3.3 UNIVARIATE CONTINUOUS RANDOM VARIABLES 27 3.4 BIVARIATE CONTINUOUS
RANDOM VARIABLES 29 3.5 DISTRIBUTION FUNCTION 43 3.6 CHANGE OF VARIABLES
47 3.7 JOINT DISTRIBUTION OF DISCRETE AND CONTINUOUS
RANDOM VARIABLES 57 EXERCISES 59
IMAGE 2
VIII CONTENTS
4 MOMENTS 61
4.1 EXPECTED VALUE 61 4.2 HIGHER MOMENTS 67 4.3 COVARIANCE AND
CORRELATION 70 4.4 CONDITIONAL MEAN AND VARIANCE 77
EXERCISES 83
5 BINOMIAL AND NORMAL
RANDOM VARIABLES 87
5.1 BINOMIAL RANDOM VARIABLES 87 5.2 NORMAL RANDOM VARIABLES 89 5.3
BIVARIATE NORMAL RANDOM VARIABLES 92 5.4 MULTIVARIATE NORMAL RANDOM
VARIABLES 97 EXERCISES 98
6 LARGE SAMPLE THEORY 100
6.1 MODES OF CONVERGENCE 100 6.2 LAWS OF LARGE NUMBERS AND CENTRAL LIMIT
THEOREMS 103
6.3 NORMAL APPROXIMATION OF BINOMIAL 104 6.4 EXAMPLES 107 EXERCISES 109
7 POINT ESTIMATION 112
7.1 WHAT IS AN ESTIMATOR? 112
7.2 PROPERTIES OF ESTIMATORS 116 7.3 MAXIMUM LIKELIHOOD ESTIMATOR:
DEFINITION AND COMPUTATION 133 7.4 MAXIMUM LIKELIHOOD ESTIMATOR:
PROPERTIES 138 EXERCISES 151
IMAGE 3
8 INTERVAL ESTIMATION 160
8.1 INTRODUCTION 160
8.2 CONFIDENCE INTERVALS 161 8.3 BAYESIAN METHOD 168 EXERCISES 178
9 TESTS OF HYPOTHESES 182
9.1 INTRODUCTION 182 9.2 TYPE I AND TYPE II ERRORS 183 9.3
NEYMAN-PEARSON LEMMA 188 9.4 SIMPLE AGAINST COMPOSITE 194 9.5 COMPOSITE
AGAINST COMPOSITE 201 9.6 EXAMPLES OF HYPOTHESIS TESTS 205 9.7 TESTING
ABOUT A VECTOR PARAMETER 210
EXERCISES 219
10 BIVARIATE REGRESSION MODEL 228
10.1 INTRODUCTION 228
10.2 LEAST SQUARES ESTIMATORS 230 10.3 TESTS OF HYPOTHESES 248 EXERCISES
253
11 ELEMENTS OF MATRIX ANALYSIS 257
11.1 DEFINITION OF BASIC TERMS 257
11.2 MATRIX OPERATIONS 259 11.3 DETERMINANTS AND INVERSES 260 11.4
SIMULTANEOUS LINEAR EQUATIONS 264 11.5 PROPERTIES OF THE SYMMETRIC
MATRIX 270
EXERCISES 278
IMAGE 4
CONTENTS
12 MULTIPLE REGRESSION MODEL 281
12.1 INTRODUCTION 281 12.2 LEAST SQUARES ESTIMATORS 283 12.3 CONSTRAINED
LEAST SQUARES ESTIMATORS 296 12.4 TESTS OF HYPOTHESES 299 12.5 SELECTION
OF REGRESSORS 308 EXERCISES 310
13 ECONOMETRIC MODELS 314
13.1 GENERALIZED LEAST SQUARES 314 13.2 TIME SERIES REGRESSION 325 13.3
SIMULTANEOUS EQUATIONS MODEL 321
13.4 NONLINEAR REGRESSION MODEL 330 13.5 QUALITATIVE RESPONSE MODEL 332
13.6 CENSORED OR TRUNCATED REGRESSION MODEL (TOBIT MODEL) 339
13.7 DURATION MODEL 343
APPENDIX: DISTRIBUTION THEORY 353
REFERENCES 357
NAME INDEX 361
SUBJECT INDEX 363
|
| any_adam_object | 1 |
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| callnumber-first | H - Social Science |
| callnumber-label | HB139 |
| callnumber-raw | HB139.A513 1994 |
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| callnumber-subject | HB - Economic Theory and Demography |
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| dewey-ones | 330 - Economics |
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| dewey-search | 330/.01/5195 20 330/.01/5195 |
| dewey-sort | 3330 11 45195 220 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| isbn | 0674462254 |
| language | English |
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| spelling | Amemiya, Takeshi 1935- Verfasser (DE-588)124249914 aut Introduction to statistics and econometrics Takeshi Amemiya Cambridge, Mass. [u.a.] Harvard Univ. Press 1994 XIII, 368 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier ECONOMETRICS unbist Econometrische modellen gtt Econométrie ram STATISTICS unbist Statistiek gtt Statistique ram Statistik Econometrics Statistics Statistik (DE-588)4056995-0 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf (DE-588)4151278-9 Einführung gnd-content (DE-588)4123623-3 Lehrbuch gnd-content Statistik (DE-588)4056995-0 s DE-604 Ökonometrie (DE-588)4132280-0 s SWB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006491204&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Amemiya, Takeshi 1935- Introduction to statistics and econometrics ECONOMETRICS unbist Econometrische modellen gtt Econométrie ram STATISTICS unbist Statistiek gtt Statistique ram Statistik Econometrics Statistics Statistik (DE-588)4056995-0 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4056995-0 (DE-588)4132280-0 (DE-588)4151278-9 (DE-588)4123623-3 |
| title | Introduction to statistics and econometrics |
| title_auth | Introduction to statistics and econometrics |
| title_exact_search | Introduction to statistics and econometrics |
| title_full | Introduction to statistics and econometrics Takeshi Amemiya |
| title_fullStr | Introduction to statistics and econometrics Takeshi Amemiya |
| title_full_unstemmed | Introduction to statistics and econometrics Takeshi Amemiya |
| title_short | Introduction to statistics and econometrics |
| title_sort | introduction to statistics and econometrics |
| topic | ECONOMETRICS unbist Econometrische modellen gtt Econométrie ram STATISTICS unbist Statistiek gtt Statistique ram Statistik Econometrics Statistics Statistik (DE-588)4056995-0 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | ECONOMETRICS Econometrische modellen Econométrie STATISTICS Statistiek Statistique Statistik Econometrics Statistics Ökonometrie Einführung Lehrbuch |
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