Probability theory and statistical inference: econometric modeling with observational data
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Bibliographic Details
Main Author: Spanos, Aris (Author)
Format: Electronic eBook
Language:English
Published: Cambridge, UK Cambridge University Press ©1999
Subjects:
Online Access:FAW01
FAW02
Volltext
Item Description: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
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
Physical Description:1 Online-Ressource (xxvii, 815 pages)
ISBN:0511010974
0511116039
0511754086
0521413540
0521424089
9780511010972
9780511116032
9780511754081
9780521413541
9780521424080

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