Probability theory and statistical inference : econometric modeling with observational data /
The primary objective of this text is to establish the framework for the empirical modelling of observational (non-experimental) data. The book is aimed at students taking introductory courses in proabilitity theory and statistical inference.
| Основен автор: | Spanos, Aris, 1952- |
|---|---|
| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Cambridge, UK ; New York, NY, USA :
Cambridge University Press,
℗♭1999.
|
| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=73012 |
| Подобни документи: |
Print version::
Probability theory and statistical inference. |
Съдържание:
- 1. An introduction to empirical modeling
- 2. Probability theory: a modeling framework
- 3. The notion of a probability model
- App. A. Univariate probability models
- 4. The notion of a random sample.
- 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.
- App. B. Bivariate distributions
- 5. Probabilistic concepts and real data
- 6. The notion of a non-random sample
- 7. Regression and related notions
- 8. Stochastic processes
- 9. Limit theorems.