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Probability, Statistics and Econometrics

Probability, Statistics and Econometrics
  • Author : Oliver Linton
  • Publisher :Unknown
  • Release Date :2017-03-04
  • Total pages :388
  • ISBN : 9780128104965
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Summary : Probability, Statistics and Econometrics provides a concise, yet rigorous, treatment of the field that is suitable for graduate students studying econometrics, very advanced undergraduate students, and researchers seeking to extend their knowledge of the trinity of fields that use quantitative data in economic decision-making. The book covers much of the groundwork for probability and inference before proceeding to core topics in econometrics. Authored by one of the leading econometricians in the field, it is a unique and valuable addition to the current repertoire of econometrics textbooks and reference books. Synthesizes three substantial areas of research, ensuring success in a subject matter than can be challenging to newcomers Focused and modern coverage that provides relevant examples from economics and finance Contains some modern frontier material, including bootstrap and lasso methods not treated in similar-level books Collects the necessary material for first semester Economics PhD students into a single text

Probability, Statistics and Econometrics

Probability, Statistics and Econometrics
  • Author : Oliver Linton
  • Publisher :Unknown
  • Release Date :2017-03-03
  • Total pages :388
  • ISBN : 0128104953
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Summary : Probability, Statistics and Econometrics provides a concise, yet rigorous, treatment of the field that is suitable for graduate students studying econometrics, very advanced undergraduate students, and researchers seeking to extend their knowledge of the trinity of fields that use quantitative data in economic decision-making. The book covers much of the groundwork for probability and inference before proceeding to core topics in econometrics. Authored by one of the leading econometricians in the field, it is a unique and valuable addition to the current repertoire of econometrics textbooks and reference books. Synthesizes three substantial areas of research, ensuring success in a subject matter than can be challenging to newcomers Focused and modern coverage that provides relevant examples from economics and finance Contains some modern frontier material, including bootstrap and lasso methods not treated in similar-level books Collects the necessary material for first semester Economics PhD students into a single text

Introduction to Statistics and Econometrics

Introduction to Statistics and Econometrics
  • Author : Takeshi Amemiya
  • Publisher :Unknown
  • Release Date :1994
  • Total pages :368
  • ISBN : 0674462254
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Summary : This outstanding text by a foremost econometrician combines instruction in probability and statistics with econometrics in a rigorous but relatively nontechnical manner. Although its only mathematical requirement is multivariate calculus, it challenges the student to think deeply about basic concepts.

Mathematical Statistics for Applied Econometrics

Mathematical Statistics for Applied Econometrics
  • Author : Charles B Moss
  • Publisher :Unknown
  • Release Date :2014-10-16
  • Total pages :363
  • ISBN : 9781466594098
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Summary : An Introductory Econometrics Text Mathematical Statistics for Applied Econometrics covers the basics of statistical inference in support of a subsequent course on classical econometrics. The book shows students how mathematical statistics concepts form the basis of econometric formulations. It also helps them think about statistics as more than a toolbox of techniques. Uses Computer Systems to Simplify Computation The text explores the unifying themes involved in quantifying sample information to make inferences. After developing the necessary probability theory, it presents the concepts of estimation, such as convergence, point estimators, confidence intervals, and hypothesis tests. The text then shifts from a general development of mathematical statistics to focus on applications particularly popular in economics. It delves into matrix analysis, linear models, and nonlinear econometric techniques. Students Understand the Reasons for the Results Avoiding a cookbook approach to econometrics, this textbook develops students’ theoretical understanding of statistical tools and econometric applications. It provides them with the foundation for further econometric studies.

Intermediate Statistics and Econometrics

Intermediate Statistics and Econometrics
  • Author : Dale J. Poirier
  • Publisher :Unknown
  • Release Date :1995
  • Total pages :715
  • ISBN : 0262161494
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Summary : The standard introductory texts to mathematical statistics leave the Bayesian approach to be taught later in advanced topics courses—giving students the impression that Bayesian statistics provide but a few techniques appropriate in only special circumstances. Nothing could be further from the truth, argues Dale Poirier, who has developed a course for teaching comparatively both the classical and the Bayesian approaches to econometrics. Poirier's text provides a thoroughly modern, self-contained, comprehensive, and accessible treatment of the probability and statistical foundations of econometrics with special emphasis on the linear regression model. Written primarily for advanced undergraduate and graduate students who are pursuing research careers in economics, Intermediate Statistics and Econometrics offers a broad perspective, bringing together a great deal of diverse material. Its comparative approach, emphasis on regression and prediction, and numerous exercises and references provide a solid foundation for subsequent courses in econometrics and will prove a valuable resource to many nonspecialists who want to update their quantitative skills. The introduction closes with an example of a real-world data set—the Challenger space shuttle disaster—that motivates much of the text's theoretical discussion. The ten chapters that follow cover basic concepts, special distributions, distributions of functions of random variables, sampling theory, estimation, hypothesis testing, prediction, and the linear regression model. Appendixes contain a review of matrix algebra, computation, and statistical tables.

Essential Statistics, Regression, and Econometrics

Essential Statistics, Regression, and Econometrics
  • Author : Gary Smith
  • Publisher :Unknown
  • Release Date :2011
  • Total pages :381
  • ISBN : 9780123822215
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Summary : Essential Statistics, Regression, and Econometrics provides students with a readable, deep understanding of the key statistical topics they need to understand in an econometrics course. It is innovative in its focus, including real data, pitfalls in data analysis, and modeling issues (including functional forms, causality, and instrumental variables). This book is unusually readable and non-intimidating, with extensive word problems that emphasize intuition and understanding. Exercises range from easy to challenging and the examples are substantial and real, to help the students remember the technique better. Readable exposition and exceptional exercises/examples that students can relate to Focuses on key methods for econometrics students without including unnecessary topics Covers data analysis not covered in other texts Ideal presentation of material (topic order) for econometrics course

Bayesian Analysis in Statistics and Econometrics

Bayesian Analysis in Statistics and Econometrics
  • Author : Donald A. Berry,Kathryn M. Chaloner,John K. Geweke,Arnold Zellner
  • Publisher :Unknown
  • Release Date :1996
  • Total pages :577
  • ISBN : 0471118567
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Summary : This book is a definitive work that captures the current state of knowledge of Bayesian Analysis in Statistics and Econometrics and attempts to move it forward. It covers such topics as foundations, forecasting inferential matters, regression, computation and applications.

Probability, Econometrics and Truth

Probability, Econometrics and Truth
  • Author : Hugo A. Keuzenkamp
  • Publisher :Unknown
  • Release Date :2000-11-02
  • Total pages :312
  • ISBN : 1139431048
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Summary : When John Maynard Keynes likened Jan Tinbergen's early work in econometrics to black magic and alchemy, he was expressing a widely held view of a new discipline. However, even after half a century of practical work and theorizing by some of the most accomplished social scientists, Keynes' comments are still repeated today. This book assesses the foundations and development of econometrics and sets out a basis for the reconstruction of the foundations of econometric inference by examining the various interpretations of probability theory which underlie econometrics. Keuzenkamp claims that the probabilistic foundations of econometrics are weak, and although econometric inferences may yield interesting knowledge, claims to be able to falsify or verify economic theories are unwarranted. Methodological falsificationism in econometrics is an illusion. Instead, it is argued, econometrics should locate itself in the tradition of positivism.

Financial Econometrics

Financial Econometrics
  • Author : Oliver Linton
  • Publisher :Unknown
  • Release Date :2019-01-31
  • Total pages :622
  • ISBN : 9781107177154
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Summary : Presents an up-to-date treatment of the models and methodologies of financial econometrics by one of the world's leading financial econometricians.

Introduction to the Mathematical and Statistical Foundations of Econometrics

Introduction to the Mathematical and Statistical Foundations of Econometrics
  • Author : Herman J. Bierens
  • Publisher :Unknown
  • Release Date :2004-12-20
  • Total pages :323
  • ISBN : 0521542243
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Summary : This book is intended for use in a rigorous introductory PhD level course in econometrics.

Probability and Statistics for Economists

Probability and Statistics for Economists
  • Author : Yongmiao Hong
  • Publisher :Unknown
  • Release Date :2017-11-02
  • Total pages :592
  • ISBN : 9789813228832
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Summary : Probability and Statistics have been widely used in various fields of science, including economics. Like advanced calculus and linear algebra, probability and statistics are indispensable mathematical tools in economics. Statistical inference in economics, namely econometric analysis, plays a crucial methodological role in modern economics, particularly in empirical studies in economics. This textbook covers probability theory and statistical theory in a coherent framework that will be useful in graduate studies in economics, statistics and related fields. As a most important feature, this textbook emphasizes intuition, explanations and applications of probability and statistics from an economic perspective. Request Inspection Copy

Statistics and Econometrics

Statistics and Econometrics
  • Author : Barry R. Chiswick,Stephen J. Chiswick
  • Publisher :Unknown
  • Release Date :1975
  • Total pages :261
  • ISBN : UCAL:B3824373
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Summary : Descriptive statistics, probability, and hypothesis testing; Regression analysis; Statistical appendix.

Mathematical Statistics for Economics and Business

Mathematical Statistics for Economics and Business
  • Author : Ron C. Mittelhammer
  • Publisher :Unknown
  • Release Date :2013-03-14
  • Total pages :755
  • ISBN : 9781461450221
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Summary : Mathematical Statistics for Economics and Business, Second Edition, provides a comprehensive introduction to the principles of mathematical statistics which underpin statistical analyses in the fields of economics, business, and econometrics. The selection of topics in this textbook is designed to provide students with a conceptual foundation that will facilitate a substantial understanding of statistical applications in these subjects. This new edition has been updated throughout and now also includes a downloadable Student Answer Manual containing detailed solutions to half of the over 300 end-of-chapter problems. After introducing the concepts of probability, random variables, and probability density functions, the author develops the key concepts of mathematical statistics, most notably: expectation, sampling, asymptotics, and the main families of distributions. The latter half of the book is then devoted to the theories of estimation and hypothesis testing with associated examples and problems that indicate their wide applicability in economics and business. Features of the new edition include: a reorganization of topic flow and presentation to facilitate reading and understanding; inclusion of additional topics of relevance to statistics and econometric applications; a more streamlined and simple-to-understand notation for multiple integration and multiple summation over general sets or vector arguments; updated examples; new end-of-chapter problems; a solution manual for students; a comprehensive answer manual for instructors; and a theorem and definition map. This book has evolved from numerous graduate courses in mathematical statistics and econometrics taught by the author, and will be ideal for students beginning graduate study as well as for advanced undergraduates.

Schaum's Outline of Statistics and Econometrics

Schaum's Outline of Statistics and Econometrics
  • Author : Dominick Salvatore,Derrick Reagle
  • Publisher :Unknown
  • Release Date :2001-10-22
  • Total pages :256
  • ISBN : 0071395687
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Summary : Tough Test Questions? Missed Lectures? Not Enough Time? Fortunately for you, there's Schaum's Outlines. More than 40 million students have trusted Schaum's to help them succeed in the classroom and on exams. Schaum's is the key to faster learning and higher grades in every subject. Each Outline presents all the essential course information in an easy-to-follow, topic-by-topic format. You also get hundreds of examples, solved problems, and practice exercises to test your skills. This Schaum's Outline gives you Practice problems with full explanations that reinforce knowledge Coverage of the most up-to-date developments in your course field In-depth review of practices and applications Fully compatible with your classroom text, Schaum's highlights all the important facts you need to know. Use Schaum's to shorten your study time-and get your best test scores! Schaum's Outlines-Problem Solved.

A Primer in Econometric Theory

A Primer in Econometric Theory
  • Author : John Stachurski
  • Publisher :Unknown
  • Release Date :2016-08-05
  • Total pages :448
  • ISBN : 9780262034906
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Summary : A concise treatment of modern econometrics and statistics, including underlying ideas from linear algebra, probability theory, and computer programming.

Probability Theory and Statistical Inference

Probability Theory and Statistical Inference
  • Author : Aris Spanos
  • Publisher :Unknown
  • Release Date :2019-08-31
  • Total pages :846
  • ISBN : 9781107185142
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Summary : This empirical research methods course enables informed implementation of statistical procedures, giving rise to trustworthy evidence.

Statistics and Econometrics

Statistics and Econometrics
  • Author : Orley Ashenfelter,Phillip B. Levine,David J. Zimmerman
  • Publisher :Unknown
  • Release Date :2003
  • Total pages :300
  • ISBN : UOM:39015055595881
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Summary : Econometrics is the key research tool for the modern study of economic problems. Every subject in economics--from finance to the environment, from health to the law--is dominated by econometric methods. This book makes these tools accessible and easy to understand by bringing issues to life with persuasive, real life applications to real economic problems.

An Introduction to Econometric Theory

An Introduction to Econometric Theory
  • Author : A. Ronald Gallant
  • Publisher :Unknown
  • Release Date :1997-07-27
  • Total pages :202
  • ISBN : 9780691016450
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Summary : Intended primarily to prepare first-year graduate students for their ongoing work in econometrics, economic theory, and finance, this innovative book presents the fundamental concepts of theoretical econometrics, from measure-theoretic probability to statistics. A. Ronald Gallant covers these topics at an introductory level and develops the ideas to the point where they can be applied. He thereby provides the reader not only with a basic grasp of the key empirical tools but with sound intuition as well. In addition to covering the basic tools of empirical work in economics and finance, Gallant devotes particular attention to motivating ideas and presenting them as the solution to practical problems. For example, he presents correlation, regression, and conditional expectation as a means of obtaining the best approximation of one random variable by some function of another. He considers linear, polynomial, and unrestricted functions, and leads the reader to the notion of conditioning on a sigma-algebra as a means for finding the unrestricted solution. The reader thus gains an understanding of the relationships among linear, polynomial, and unrestricted solutions. Proofs of results are presented when the proof itself aids understanding or when the proof technique has practical value. A major text-treatise by one of the leading scholars in this field, An Introduction to Econometric Theory will prove valuable not only to graduate students but also to all economists, statisticians, and finance professionals interested in the ideas and implications of theoretical econometrics.

Matrix Differential Calculus with Applications in Statistics and Econometrics

Matrix Differential Calculus with Applications in Statistics and Econometrics
  • Author : Jan R. Magnus,Heinz Neudecker
  • Publisher :Unknown
  • Release Date :2019-03-15
  • Total pages :504
  • ISBN : 9781119541165
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Summary : A brand new, fully updated edition of a popular classic on matrix differential calculus with applications in statistics and econometrics This exhaustive, self-contained book on matrix theory and matrix differential calculus provides a treatment of matrix calculus based on differentials and shows how easy it is to use this theory once you have mastered the technique. Jan Magnus, who, along with the late Heinz Neudecker, pioneered the theory, develops it further in this new edition and provides many examples along the way to support it. Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioral sciences to econometrics. It is still relevant and used today in a wide range of subjects such as the biosciences and psychology. Matrix Differential Calculus with Applications in Statistics and Econometrics, Third Edition contains all of the essentials of multivariable calculus with an emphasis on the use of differentials. It starts by presenting a concise, yet thorough overview of matrix algebra, then goes on to develop the theory of differentials. The rest of the text combines the theory and application of matrix differential calculus, providing the practitioner and researcher with both a quick review and a detailed reference. Fulfills the need for an updated and unified treatment of matrix differential calculus Contains many new examples and exercises based on questions asked of the author over the years Covers new developments in field and features new applications Written by a leading expert and pioneer of the theory Part of the Wiley Series in Probability and Statistics Matrix Differential Calculus With Applications in Statistics and Econometrics Third Edition is an ideal text for graduate students and academics studying the subject, as well as for postgraduates and specialists working in biosciences and psychology.

Probability Theory and Statistical Inference

Probability Theory and Statistical Inference
  • Author : Aris Spanos
  • Publisher :Unknown
  • Release Date :1999-09-02
  • Total pages :815
  • ISBN : 0521424089
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Summary : A major textbook for students taking introductory courses in probability theory and statistical inference.

Bayesian and Likelihood Methods in Statistics and Econometrics

Bayesian and Likelihood Methods in Statistics and Econometrics
  • Author : Seymour Geisser,James S. Hodges,S. James Press
  • Publisher :Unknown
  • Release Date :1990
  • Total pages :500
  • ISBN : MINN:31951D00518128K
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Summary : On Bayesian econometrics