Statistical Foundations of Econometric Modelling - Brossura

Spanos, Aris

Brossura

ISBN 10: 0521269121 ISBN 13: 9780521269124

Casa editrice: Cambridge University Press, 1986

Riassunto

This textbook provides an ideal introduction to econometrics through a grounding in probability theory and statistical inference.

Su questo libro

Descrizione del libro

This textbook provides an introduction to econometrics through a grounding in probability theory and statistical inference. It encourages the mastering of fundamental concepts and theoretical perspectives which guide the formulation and solution of problems in econometric modelling.

Contenuti

Foreword David Hendry; Preface; Acknowledgements; Part I. Introduction: 1. Econometric modelling, a preliminary view; 2. Descriptive study of data; Part II. Probability Theory: 3. Probability; 4. Random variables and probability distributions; 5. Random vectors and their distributions; 6. Functions of random variables; 7. The general notion of expectation; 8. Stochastic processes; 9. Limit theorems; 10. Introduction to asymptotic theory; Part III. Statistical Inferences: 11. The nature of statistical inference; 12. Estimation I - properties of estimators; 13. Estimation II - methods; 14. Hypothesis testing and confidence regions; 15. The multivariate normal distribution; 16. Asymptotic test procedures; Part IV. The Linear Regression and Related Statistical Models: 17. Statistical models in econometrics; 18. The Gauss linear model; 19. The linear regression model I - specification, estimation and testing; 20. the linear regression model II - departures from the assumptions underlying the statistical GM; 21. The linear regression model III- departures from the assumptions underlying the probability model; 22. The linear regression model IV - departures from the sampling model assumption; 23. The dynamic linear regression model; 24. The multivariate linear regression model; 25. The simultaneous equations model; 26. Epilogue: towards a methodology of econometric modelling; References; Index.

Dettagli dell'edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 1986
• Lingua: Inglese
• ISBN 10: 0521269121
• ISBN 13: 9780521269124
• Rilegatura: Copertina flessibile
• Numero di pagine: 720
• Contatto del produttore: non disponibile
• Persona responsabile: GPSR Kontakt; gpsr@libri.de; ; Friedensallee 273; Hamburg; 22763; Germania