Probability  Statistics and Econometrics Book

Probability Statistics and Econometrics


  • Author : Oliver Linton
  • Publisher : Academic Press
  • Release Date : 2017-03-04
  • Genre: Business & Economics
  • Pages : 388
  • ISBN 10 : 9780128104965

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Probability Statistics and Econometrics Excerpt :

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 and Statistics for Economists Book

Probability and Statistics for Economists


  • Author : Bruce Hansen
  • Publisher : Princeton University Press
  • Release Date : 2022-06-28
  • Genre: Business & Economics
  • Pages : 417
  • ISBN 10 : 9780691236148

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Probability and Statistics for Economists Excerpt :

A comprehensive and up-to-date introduction to the mathematics that all economics students need to know Probability theory is the quantitative language used to handle uncertainty and is the foundation of modern statistics. Probability and Statistics for Economists provides graduate and PhD students with an essential introduction to mathematical probability and statistical theory, which are the basis of the methods used in econometrics. This incisive textbook teaches fundamental concepts, emphasizes modern, real-world applications, and gives students an intuitive understanding of the mathematics that every economist needs to know. Covers probability and statistics with mathematical rigor while emphasizing intuitive explanations that are accessible to economics students of all backgrounds Discusses random variables, parametric and multivariate distributions, sampling, the law of large numbers, central limit theory, maximum likelihood estimation, numerical optimization, hypothesis testing, and more Features hundreds of exercises that enable students to learn by doing Includes an in-depth appendix summarizing important mathematical results as well as a wealth of real-world examples Can serve as a core textbook for a first-semester PhD course in econometrics and as a companion book to Bruce E. Hansen’s Econometrics Also an invaluable reference for researchers and practitioners

Introduction to Statistics and Econometrics Book
Score: 5
From 1 Ratings

Introduction to Statistics and Econometrics


  • Author : Takeshi Amemiya
  • Publisher : Harvard University Press
  • Release Date : 1994
  • Genre: Business & Economics
  • Pages : 392
  • ISBN 10 : 0674462254

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Introduction to Statistics and Econometrics Excerpt :

Comic Amy Schumer performs a stand-up set in San Francisco devoted to various aspects of her sex life and her feelings about her own body. ~ Perry Seibert, Rovi

Mathematical Statistics for Applied Econometrics Book

Mathematical Statistics for Applied Econometrics


  • Author : Charles B Moss
  • Publisher : CRC Press
  • Release Date : 2014-10-16
  • Genre: Business & Economics
  • Pages : 366
  • ISBN 10 : 9781466594098

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Mathematical Statistics for Applied Econometrics Excerpt :

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 Book
Score: 5
From 1 Ratings

Intermediate Statistics and Econometrics


  • Author : Dale J. Poirier
  • Publisher : MIT Press
  • Release Date : 1995
  • Genre: Business & Economics
  • Pages : 744
  • ISBN 10 : 0262161494

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Intermediate Statistics and Econometrics Excerpt :

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.

Bayesian Analysis in Statistics and Econometrics Book

Bayesian Analysis in Statistics and Econometrics


  • Author : Donald A. Berry
  • Publisher : John Wiley & Sons
  • Release Date : 1996
  • Genre: Business & Economics
  • Pages : 610
  • ISBN 10 : 0471118567

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Bayesian Analysis in Statistics and Econometrics Excerpt :

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 Theory and Statistical Inference Book

Probability Theory and Statistical Inference


  • Author : Aris Spanos
  • Publisher : Cambridge University Press
  • Release Date : 2019-09-19
  • Genre: Business & Economics
  • Pages : 787
  • ISBN 10 : 9781107185142

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Probability Theory and Statistical Inference Excerpt :

This empirical research methods course enables informed implementation of statistical procedures, giving rise to trustworthy evidence.

Probability  Econometrics and Truth Book

Probability Econometrics and Truth


  • Author : Hugo A. Keuzenkamp
  • Publisher : Cambridge University Press
  • Release Date : 2000-11-02
  • Genre: Business & Economics
  • Pages : 312
  • ISBN 10 : 9781139431040

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Probability Econometrics and Truth Excerpt :

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.

Matrix Differential Calculus with Applications in Statistics and Econometrics Book

Matrix Differential Calculus with Applications in Statistics and Econometrics


  • Author : Jan R. Magnus
  • Publisher : John Wiley & Sons
  • Release Date : 2019-03-15
  • Genre: Mathematics
  • Pages : 504
  • ISBN 10 : 9781119541165

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Matrix Differential Calculus with Applications in Statistics and Econometrics Excerpt :

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.

Essential Statistics  Regression  and Econometrics Book

Essential Statistics Regression and Econometrics


  • Author : Gary Smith
  • Publisher : Academic Press
  • Release Date : 2015-06-08
  • Genre: Mathematics
  • Pages : 396
  • ISBN 10 : 9780128034927

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Essential Statistics Regression and Econometrics Excerpt :

Essential Statistics, Regression, and Econometrics, Second Edition, is innovative in its focus on preparing students for regression/econometrics, and in its extended emphasis on statistical reasoning, real data, pitfalls in data analysis, and modeling issues. This book is uncommonly approachable and easy to use, with extensive word problems that emphasize intuition and understanding. Too many students mistakenly believe that statistics courses are too abstract, mathematical, and tedious to be useful or interesting. To demonstrate the power, elegance, and even beauty of statistical reasoning, this book provides hundreds of new and updated interesting and relevant examples, and discusses not only the uses but also the abuses of statistics. The examples are drawn from many areas to show that statistical reasoning is not an irrelevant abstraction, but an important part of everyday life. Includes hundreds of updated and new, real-world examples to engage students in the meaning and impact of statistics Focuses on essential information to enable students to develop their own statistical reasoning Ideal for one-quarter or one-semester courses taught in economics, business, finance, politics, sociology, and psychology departments, as well as in law and medical schools Accompanied by an ancillary website with an instructors solutions manual, student solutions manual and supplementing chapters

An Introduction to Econometric Theory Book

An Introduction to Econometric Theory


  • Author : A. Ronald Gallant
  • Publisher : Princeton University Press
  • Release Date : 2018-06-05
  • Genre: Business & Economics
  • Pages : null
  • ISBN 10 : 9780691186238

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An Introduction to Econometric Theory Excerpt :

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.

Statistics Book

Statistics


  • Author : Karim M. Abadir
  • Publisher : Cambridge University Press
  • Release Date : 2018-11-08
  • Genre: Business & Economics
  • Pages : 793
  • ISBN 10 : 9780521822886

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Statistics Excerpt :

Serves as a bridge between elementary and specialized statistics, with exercises that are fully solved and systematically built up.

Mathematical Statistics for Economics and Business Book

Mathematical Statistics for Economics and Business


  • Author : Ron C. Mittelhammer
  • Publisher : Springer Science & Business Media
  • Release Date : 2013-03-14
  • Genre: Mathematics
  • Pages : 755
  • ISBN 10 : 9781461450221

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Mathematical Statistics for Economics and Business Excerpt :

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.

Econometrics Book

Econometrics


  • Author : Bruce Hansen
  • Publisher : Princeton University Press
  • Release Date : 2022-06-28
  • Genre: Business & Economics
  • Pages : 1081
  • ISBN 10 : 9780691236155

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Econometrics Excerpt :

The most authoritative and up-to-date core econometrics textbook available Econometrics is the quantitative language of economic theory, analysis, and empirical work, and it has become a cornerstone of graduate economics programs. Econometrics provides graduate and PhD students with an essential introduction to this foundational subject in economics and serves as an invaluable reference for researchers and practitioners. This comprehensive textbook teaches fundamental concepts, emphasizes modern, real-world applications, and gives students an intuitive understanding of econometrics. Covers the full breadth of econometric theory and methods with mathematical rigor while emphasizing intuitive explanations that are accessible to students of all backgrounds Draws on integrated, research-level datasets, provided on an accompanying website Discusses linear econometrics, time series, panel data, nonparametric methods, nonlinear econometric models, and modern machine learning Features hundreds of exercises that enable students to learn by doing Includes in-depth appendices on matrix algebra and useful inequalities and a wealth of real-world examples Can serve as a core textbook for a first-year PhD course in econometrics and as a follow-up to Bruce E. Hansen’s Probability and Statistics for Economists