【2014新书】Mathematical Statistics for Applied Econometrics
Book 图书名称:Mathematical Statistics for Applied Econometrics
Author 作者:Charles B Moss
Publisher 出版社:CRC Press
Page 页数:362
Publishing Date 出版时间:Oct 16, 2014
Language 语言:English
Size 大小: MB
Format 格式:pdf 文字版
ISBN:9781466594098, 1466594098, 9781466594104, 1466594101, 9781466594111, 146659411X
Edition: 第1版 搜索过论坛,没有该文档
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.