Cover: Introduction to Statistics and Econometrics in HARDCOVER

Introduction to Statistics and Econometrics

Product Details

HARDCOVER

$102.00 • £88.95 • €92.95

ISBN 9780674462250

Publication Date: 04/28/1994

Short

384 pages

6-1/8 x 9-1/4 inches

44 line illustrations, 13 tables

World

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  • Preface
  • 1. Introduction
    • 1.1 What Is Probability?
    • 1.2 What Is Statistics?
  • 2. Probability
    • 2.1 Introduction
    • 2.2 Axioms of Probability
    • 2.3 Counting Techniques
    • 2.4 Conditional Probability and Independence
    • 2.5 Probability Calculations
    • Exercises
  • 3. Random Variables And Probability Distributions
    • 3.1 Definitions of a Random Variable
    • 3.2 Discrete Random Variables
    • 3.3 Univariate Continuous Random Variables
    • 3.4 Bivariate Continuous Random Variables
    • 3.5 Distribution Function
    • 3.6 Change of Variables
    • 3.7 Joint Distribution of Discrete and Continuous Random Variables
    • Exercises
  • 4. Moments
    • 4.1 Expected Value
    • 4.2 Higher Moments
    • 4.3 Covariance and Correlation
    • 4.4 Conditional Mean and Variance
    • Exercises
  • 5. Binomial And Normal Random Variables
    • 5.1 Binomial Random Variables
    • 5.2 Normal Random Variables
    • 5.3 Bivariate Normal Random Variables
    • 5.4 Multivariate Normal Random Variables
    • Exercises
  • 6. Large Sample Theory
    • 6.1 Modes of Convergence
    • 6.2 Laws of Large Numbers and Central Limit Theorems
    • 6.3 Normal Approximation of Binomial
    • 6.4 Examples
    • Exercises
  • 7. Point Estimation
    • 7.1 What Is an Estimator?
    • 7.2 Properties of Estimators
    • 7.3 Maximum Likelihood Estimator: Definition and Computation
    • 7.4 Maximum Likelihood Estimator: Properties
    • Exercises
  • 8. Interval Estimation
    • 8.1 Introduction
    • 8.2 Confidence Intervals
    • 8.3 Bayesian Method
    • Exercises
  • 9. Tests Of Hypotheses
    • 9.1 Introduction
    • 9.2 Type I and Type II Errors
    • 9.3 Neyman-Pearson Lemma
    • 9.4 Simple against Composite
    • 9.5 Composite against Composite
    • 9.6 Examples of Hypothesis Tests
    • 9.7 Testing about a Vector Parameter
    • Exercises
  • 10. Bivariate Regression Model
    • 10.1 Introduction
    • 10.2 Least Squares Estimators
    • 10.3 Tests of Hypotheses
    • Exercises
  • 11. Elements Of Matrix Analysis
    • 11.1 Definition of Basic Terms
    • 11.2 Matrix Operations
    • 11.3 Determinants and Inverses
    • 11.4 Simultaneous Linear Equations
    • 11.5 Properties of the Symmetric Matrix
    • Exercises
  • 12. Multiple Regression Model
    • 12.1 Introduction
    • 12.2 Least Squares Estimators
    • 12.3 Constrained Least Squares Estimators
    • 12.4 Tests of Hypotheses
    • 12.5 Selection of Regressors
    • Exercises
  • 13. Econometric Models
    • 13.1 Generalized Least Squares
    • 13.2 Time Series Regression
    • 13.3 Simultaneous Equations Model
    • 13.4 Nonlinear Regression Model
    • 13.5 Qualitative Response Model
    • 13.6 Censored or Truncated Regression Model (Tobit Model)
    • 13.7 Duration Model
  • Appendix: Distribution Theory
  • References
  • Name Index
  • Subject Index

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