Introduction to Statistics and Econometrics

“Introduction to Statistics and Econometrics covers probability and statistics, with emphasis on certain topics that are important in econometrics but often overlooked by statistics textbooks at this level… A thorough analysis of the problem of choosing estimators is given, including a comparison of various criteria for ranking estimators. The author also presents a critical evaluation of the classical method of hypothesis testing, especially in the realistic case of testing two composite hypothesis against each other.”—Quarterly Journal of Applied Mathematics