Probability Theory and Statistical Inference: Econometric Modeling with Observational Data - Brossura

Spanos, Aris

Brossura

ISBN 10: 0521424089 ISBN 13: 9780521424080

Casa editrice: Cambridge University Press, 1999

Riassunto

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.

Su questo libro

Recensione:

'... a useful complement to a full introductory course in probabilistic foundations of econometrics.' The Times Higher Education Supplement

Descrizione del libro:

This major textbook is intended for students taking introductory courses in Probability Theory and Statistical Inference. The text is extremely student-friendly, with pathways designed for semester usage, and although aimed primarily at students of econometrics and economics, will have considerable utility for courses in all disciplines using observational data.

Su questa edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 1999
• ISBN 10: 0521424089
• ISBN 13: 9780521424080
• Rilegatura: Copertina flessibile
• Numero di pagine: 844