Mathematical Statistics for Applied Econometrics

Avoiding a cookbook approach to econometrics, this textbook develops students' theoretical understanding of statistical tools and econometric applications. It 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 econo

List of contents

DEFINING RANDOM VARIABLES: Introduction to Statistics, Probability and Econometrics. Random Variables and Probability Distributions. Moments and Moment Generating Functions. Binomial and Normal Random Variables. ESTIMATION: Large Sample Theory. Point Estimation. Interval Estimation. Testing Hypothesis. ECONOMETRIC APPLICATIONS: Elements of Matrix Analysis. Regression Applications in Econometrics. Notes. Bibliography. Index.

Summary

Avoiding a cookbook approach to econometrics, this textbook develops students’ theoretical understanding of statistical tools and econometric applications. It 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 econo

Product details

• Authors: Charles B Moss
• Publisher: Taylor and Francis
• Languages: English
• Product format: Paperback / Softback
• Released: 14.10.2024
• EAN: 9781032921020
• ISBN: 978-1-032-92102-0
• No. of pages: 364
• Weight: 670 g
• Illustrations: schwarz-weiss Illustrationen
• Subjects: Social sciences, law, business > Business > General, dictionaries; BUSINESS & ECONOMICS / Finance / General, MATHEMATICS / Probability & Statistics / General, Economic statistics, Finance & accounting, Probability & statistics, Probability and statistics, Finance and accounting, Econometrics and economic statistics