Intermediate statistics and econometrics: a comparative approach
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass. u.a.
MIT Pr.
1995
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XV, 715 S. graph. Darst. |
| ISBN: | 0262161494 |
Staff View
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV010411534 | ||
| 003 | DE-604 | ||
| 005 | 19951113 | ||
| 007 | t | ||
| 008 | 951006s1995 xxud||| |||| 00||| eng d | ||
| 020 | |a 0262161494 |9 0-262-16149-4 | ||
| 035 | |a (OCoLC)30734587 | ||
| 035 | |a (DE-599)BVBBV010411534 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c XD-US | ||
| 049 | |a DE-19 |a DE-703 |a DE-384 |a DE-945 |a DE-706 |a DE-521 |a DE-11 |a DE-355 | ||
| 050 | 0 | |a HB137.P645 1995 | |
| 082 | 0 | |a 330/.01/5195 20 | |
| 082 | 0 | |a 330/.01/5195 |2 20 | |
| 084 | |a QH 230 |0 (DE-625)141545: |2 rvk | ||
| 084 | |a QH 233 |0 (DE-625)141548: |2 rvk | ||
| 084 | |a QH 300 |0 (DE-625)141566: |2 rvk | ||
| 084 | |a SK 980 |0 (DE-625)143277: |2 rvk | ||
| 100 | 1 | |a Poirier, Dale J. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Intermediate statistics and econometrics |b a comparative approach |c Dale J. Poirier |
| 264 | 1 | |a Cambridge, Mass. u.a. |b MIT Pr. |c 1995 | |
| 300 | |a XV, 715 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 7 | |a Econometria |2 larpcal | |
| 650 | 7 | |a Econometrie |2 gtt | |
| 650 | 7 | |a Economia |2 larpcal | |
| 650 | 7 | |a Estatistica |2 larpcal | |
| 650 | 7 | |a Statistiek |2 gtt | |
| 650 | 4 | |a Statistique mathématique | |
| 650 | 7 | |a Statistische methoden |2 gtt | |
| 650 | 4 | |a Économétrie | |
| 650 | 4 | |a Statistik | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Economics -- Statistical methods | |
| 650 | 4 | |a Econometrics | |
| 650 | 4 | |a Mathematical statistics | |
| 650 | 0 | 7 | |a Ökonometrie |0 (DE-588)4132280-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Bayes-Entscheidungstheorie |0 (DE-588)4144220-9 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Bayes-Entscheidungstheorie |0 (DE-588)4144220-9 |D s |
| 689 | 0 | 1 | |a Ökonometrie |0 (DE-588)4132280-0 |D s |
| 689 | 0 | |5 DE-604 | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006933472&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-006933472 | ||
Record in the Search Index
| _version_ | 1804124839887241216 |
|---|---|
| adam_text | Contents
Words of Wisdom xi
Preface xiii
1 Introduction
1.1 The Origin of Econometrics 1
1.2 Realism Versus Instrumentalism 1
1.3 The Shuttle Disaster 4
2 Basic Concepts
2.1 Probability 9
2.2 Random Variables 29
2.3 Univariate Mathematical Expectation 36
2.4 Joint and Conditional Distributions 43
2.5 Stochastic Independence 52
2.6 Multivariate Mathematical Expectation 55
2.7 Population Regression and Partial Correlation 64
2.8 Inequalities 76
3 Special Distributions
3.1 Introduction 81
3.2 Discrete Univariate Distributions 81
3.3 Continuous Univariate Distributions 93
3.4 Multivariate Distributions I 117
3.5 Multivariate Distributions II 136
4 Distributions of Functions of Random Variables
4.1 Introduction 143
4.2 Cumulative Distribution Function Technique 143
4.3 Moment Generating Function Technique 147
4.4 Change of Variable Technique 149
4.5 Quadratic Form Technique 155
5 Sampling Theory
5.1 Basic Concepts 165
5.2 Statistics and Sample Moments 168
5.3 Sampling Distributions 176
5.4 Order Statistics 181
5.5 Stochastic Convergence 185
5.6 Laws of Large Numbers 199
5.7 Central Limit Theorems 201
5.8 Subjectivist View of Sampling 210
viii Contents
6 Estimation
6.1 Likelihood and Sufficiency 219
6.2 Likelihood and Stopping Rule Principles 226
6.3 Sampling Properties of Point Estimators in
Finite Samples 233
6.4 Sampling Properties of Point Estimators in
Large Samples 250
6.5 An Overview of Frequentist Point Estimation 259
6.6 Classical Point Estimation Methods 271
6.7 Bayesian Point Estimation 288
6.8 Choice of Prior and Bayesian Sensitivity Analysis 318
6.9 Interval Estimation 334
6.10 Reflections on Conditioning 343
7 Hypothesis Testing
7.1 Introduction 351
7.2 Sampling Theory Approach 354
7.3 Asymptotic Tests 367
7.4 Bayesian Posterior Odds 376
7.5 P values 396
7.6 Postscript 400
8 Prediction
8.1 Introduction 405
8.2 The Simplest Case: Known Parameters 411
8.3 Structural Modelling 418
8.4 Predictive Likelihood 425
8.5 Classical Point and Interval Prediction 429
8.6 Bayesian Point and Interval Prediction 432
8.7 Combination of Forecasts 439
9 The Linear Regression Model
9.1 A Tale of Two Regressions 445
9.2 Classical Estimation in Multiple Linear Normal
Regression 460
9.3 Estimation Subject to Exact Restrictions on
Regression Coefficients 482
9.4 Distribution Theory for Classical Estimation 490
9.5 Confidence Intervals 494
9.6 Classical Hypothesis Testing 498
9.7 Dummy Variables 509
ix Contents
9.8 Pretest Estimators 519
9.9 Bayesian Estimation in Multiple Linear Normal
Regression 524
9.10 Bayesian Hypothesis Testing 540
9.11 Prediction 551
9.12 Goodness of Fit 559
9.13 Sample Partial Correlation 563
9.14 Multicollinearity 567
10 Other Windows on the World
10.1 Introduction 585
10.2 The Initial Window 586
10.3 Examples of Larger Worlds 590
10.4 Pragmatic Principles of Model Building 601
10.5 Statistical Framework 602
10.6 Pure Significance Tests 607
10.7 Diagnostic Checking of the Maintained
Hypothesis 609
10.8 Data Instigated Hypotheses 613
10.9 Reconciliation 615
Appendix A Matrix Algebra Review I
A.1 Elementary Definitions 619
A.2 Vector Spaces 621
A. 3 Determinants and Ranks 624
A.4 Inverses 626
A. 5 Systems of Linear Equations and Generalized
Inverses 629
A.6 Idempotent Matrices 633
A.7 Characteristic Roots and Vectors 634
A. 8 Quadratic Forms and Definite Matrices 638
Appendix B Matrix Algebra Review II
B.I Kronecker Products 645
B.2 Vectorization of Matrices 646
B.3 Matrix Differentiation 649
Appendix C Computation
C.I Maximization 653
C.2 Monte Carlo Integration 654
C.3 Gibbs sampling 659
x Contents
Appendix D Statistical Tables
D.I Cumulative Normal Distribution 661
D.2 Cumulative Chi Squared Distribution 662
D.3 Cumulative F Distribution 663
D.4 Cumulative Student t Distribution 666
References 667
Author Index 699
Subject Index 705
|
| any_adam_object | 1 |
| author | Poirier, Dale J. |
| author_facet | Poirier, Dale J. |
| author_role | aut |
| author_sort | Poirier, Dale J. |
| author_variant | d j p dj djp |
| building | Verbundindex |
| bvnumber | BV010411534 |
| callnumber-first | H - Social Science |
| callnumber-label | HB137 |
| callnumber-raw | HB137.P645 1995 |
| callnumber-search | HB137.P645 1995 |
| callnumber-sort | HB 3137 P645 41995 |
| callnumber-subject | HB - Economic Theory and Demography |
| classification_rvk | QH 230 QH 233 QH 300 SK 980 |
| ctrlnum | (OCoLC)30734587 (DE-599)BVBBV010411534 |
| dewey-full | 330/.01/519520 330/.01/5195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330/.01/5195 20 330/.01/5195 |
| dewey-search | 330/.01/5195 20 330/.01/5195 |
| dewey-sort | 3330 11 45195 220 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02084nam a2200577 c 4500</leader><controlfield tag="001">BV010411534</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">19951113 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">951006s1995 xxud||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0262161494</subfield><subfield code="9">0-262-16149-4</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)30734587</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV010411534</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">XD-US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-19</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-521</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-355</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HB137.P645 1995</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330/.01/5195 20</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330/.01/5195</subfield><subfield code="2">20</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 230</subfield><subfield code="0">(DE-625)141545:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 233</subfield><subfield code="0">(DE-625)141548:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 300</subfield><subfield code="0">(DE-625)141566:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Poirier, Dale J.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Intermediate statistics and econometrics</subfield><subfield code="b">a comparative approach</subfield><subfield code="c">Dale J. Poirier</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge, Mass. u.a.</subfield><subfield code="b">MIT Pr.</subfield><subfield code="c">1995</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XV, 715 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Econometria</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Econometrie</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Economia</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Estatistica</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Statistiek</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistique mathématique</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Statistische methoden</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Économétrie</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistik</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economics -- Statistical methods</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Econometrics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematical statistics</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Ökonometrie</subfield><subfield code="0">(DE-588)4132280-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Bayes-Entscheidungstheorie</subfield><subfield code="0">(DE-588)4144220-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Bayes-Entscheidungstheorie</subfield><subfield code="0">(DE-588)4144220-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Ökonometrie</subfield><subfield code="0">(DE-588)4132280-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006933472&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-006933472</subfield></datafield></record></collection> |
| id | DE-604.BV010411534 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:52:03Z |
| institution | BVB |
| isbn | 0262161494 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-006933472 |
| oclc_num | 30734587 |
| open_access_boolean | |
| owner | DE-19 DE-BY-UBM DE-703 DE-384 DE-945 DE-706 DE-521 DE-11 DE-355 DE-BY-UBR |
| owner_facet | DE-19 DE-BY-UBM DE-703 DE-384 DE-945 DE-706 DE-521 DE-11 DE-355 DE-BY-UBR |
| physical | XV, 715 S. graph. Darst. |
| publishDate | 1995 |
| publishDateSearch | 1995 |
| publishDateSort | 1995 |
| publisher | MIT Pr. |
| record_format | marc |
| spelling | Poirier, Dale J. Verfasser aut Intermediate statistics and econometrics a comparative approach Dale J. Poirier Cambridge, Mass. u.a. MIT Pr. 1995 XV, 715 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Econometria larpcal Econometrie gtt Economia larpcal Estatistica larpcal Statistiek gtt Statistique mathématique Statistische methoden gtt Économétrie Statistik Wirtschaft Economics -- Statistical methods Econometrics Mathematical statistics Ökonometrie (DE-588)4132280-0 gnd rswk-swf Bayes-Entscheidungstheorie (DE-588)4144220-9 gnd rswk-swf Bayes-Entscheidungstheorie (DE-588)4144220-9 s Ökonometrie (DE-588)4132280-0 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006933472&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Poirier, Dale J. Intermediate statistics and econometrics a comparative approach Econometria larpcal Econometrie gtt Economia larpcal Estatistica larpcal Statistiek gtt Statistique mathématique Statistische methoden gtt Économétrie Statistik Wirtschaft Economics -- Statistical methods Econometrics Mathematical statistics Ökonometrie (DE-588)4132280-0 gnd Bayes-Entscheidungstheorie (DE-588)4144220-9 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4144220-9 |
| title | Intermediate statistics and econometrics a comparative approach |
| title_auth | Intermediate statistics and econometrics a comparative approach |
| title_exact_search | Intermediate statistics and econometrics a comparative approach |
| title_full | Intermediate statistics and econometrics a comparative approach Dale J. Poirier |
| title_fullStr | Intermediate statistics and econometrics a comparative approach Dale J. Poirier |
| title_full_unstemmed | Intermediate statistics and econometrics a comparative approach Dale J. Poirier |
| title_short | Intermediate statistics and econometrics |
| title_sort | intermediate statistics and econometrics a comparative approach |
| title_sub | a comparative approach |
| topic | Econometria larpcal Econometrie gtt Economia larpcal Estatistica larpcal Statistiek gtt Statistique mathématique Statistische methoden gtt Économétrie Statistik Wirtschaft Economics -- Statistical methods Econometrics Mathematical statistics Ökonometrie (DE-588)4132280-0 gnd Bayes-Entscheidungstheorie (DE-588)4144220-9 gnd |
| topic_facet | Econometria Econometrie Economia Estatistica Statistiek Statistique mathématique Statistische methoden Économétrie Statistik Wirtschaft Economics -- Statistical methods Econometrics Mathematical statistics Ökonometrie Bayes-Entscheidungstheorie |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006933472&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT poirierdalej intermediatestatisticsandeconometricsacomparativeapproach |