This book provides an introduction to econometrics through a thorough grounding in probability theory and statistical inference. The emphasis is on the concepts and ideas underlying probability theory and statistical inference, and on motivating the learning of them both at a formal and an intuitive
Statistical Foundations for Econometric Techniques
β Scribed by Asad Zaman
- Publisher
- Emerald Group Publishing
- Year
- 1996
- Tongue
- English
- Leaves
- 427
- Series
- Economic Theory, Econometrics, and Mathematical Economics
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
"Statistical Foundations for Econometric Techniques" features previously unavailable material in a textbook format for econometrics students, researchers, and practitioners. Taking strong positions for and against standard econometric techniques, the book endorses a single best technique whenever possible. In many cases, the recommended optimal technique differs substantially from current practice. Detailed discussions present many new estimation strategies superior to conventional OLS and ways to use them. It evaluates econometric techniques and the procedures commonly used to analyze those techniques. It challenges established concepts. It introduces many techniques that are not available in other texts. It recommends against using the Durbin-Watson and Lagrange Multiplier tests in favor of tests with superior power. It provides many new types of estimation strategies superior to conventional OLS. It forms a judicious mixture of various methodological approaches. It illustrates Empirical Bayes estimators and robust regression techniques possessing a 50 per cent breakdown value.
β¦ Subjects
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This book provides an introduction to econometrics through a thorough grounding in probability theory and statistical inference. The emphasis is on the concepts and ideas underlying probability theory and statistical inference, and on motivating the learning of them both at a formal and an intuitiv
This book provides an introduction to econometrics through a thorough grounding in probability theory and statistical inference. The emphasis is on the concepts and ideas underlying probability theory and statistical inference, and on motivating the learning of them both at a formal and an intuitive
I have been searching for a real solid introduction to statistics for a long time. And this book is the most in-depth yet readable book so far. It covers advanced topics in statistics such as the F and t distribution formulas, the convergence theorems, the sigma-algebra, and knowledge in matrix, whe