Probability Theory and Statistical Inference
Econometric Modeling with Observational Data
1st Edition
Published on 11. January 2007
978-0-511-03734-4 (ISBN)
Description
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.
Reviews / Votes
'... a useful complement to a full introductory course in probabilistic foundations of econometrics.' The Times Higher Education SupplementMore details
Language
English
Place of publication
Cambridge
United Kingdom
Publishing group
Cambridge University Press
Target group
College/higher education
Professional and scholarly
Illustrations
Worked examples or Exercises; 136 Tables, unspecified; 136 Plates, unspecified
File size
18,54 MB
ISBN-13
978-0-511-03734-4 (9780511037344)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Aris Spanos
Probability Theory and Statistical Inference
Econometric Modeling with Observational Data
Book
09/1999
Cambridge University Press
€92.85
Article exhausted; check for reprint
Aris Spanos
Probability Theory and Statistical Inference
Econometric Modeling with Observational Data
Book
09/1999
Cambridge University Press
€74.10
Article exhausted; check for reprint
Person
Content
Preface; 1. An introduction to empirical modelling; 2. Probability theory: a modelling framework; 3. The notion of a probability model; 4. The notion of a random sample; 5. Theoretical concepts and real data; 6. The notion of a 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; References; Index.
