Mathematical Statistics for Applied Econometrics

Mathematical Statistics for Applied Econometrics

eBook - 2015
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An Introductory Econometrics Text

Mathematical Statistics for Applied Econometricscovers 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.

Publisher: Boca Raton, FL : CRC Press, [2015]
Copyright Date: ©2015
ISBN: 9781466594104
1466594101
9781466594111
146659411X
Characteristics: 1 online resource (xx, 340 pages) : illustrations
Additional Contributors: Safari Online Books

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