Holdings: Introduction to statistics and econometrics

Introduction to statistics and econometrics:

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Bibliographic Details
Main Author:	Amemiya, Takeshi 1935- (Author)
Format:	Book
Language:	English
Published:	Cambridge, Mass. [u.a.] Harvard Univ. Press 1994
Subjects:	ECONOMETRICS Econometrische modellen Econométrie STATISTICS Statistiek Statistique Statistik Econometrics Statistics Ökonometrie Einführung Lehrbuch
Online Access:	Inhaltsverzeichnis
Physical Description:	XIII, 368 S. graph. Darst.
ISBN:	0674462254

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MARC


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Record in the Search Index

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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
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author	Amemiya, Takeshi 1935-
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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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work_keys_str_mv	AT amemiyatakeshi introductiontostatisticsandeconometrics

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