# Introduction to Statistics and Econometrics

### Takeshi Amemiya

#### 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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#### Related Subjects

• 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