Mathematical statistics for applied econometrics /
Moss, Charles B.
Mathematical statistics for applied econometrics / Charles B. Moss. - London CRC Press 2015 - xx, 343 pages : illustrations ; 24 cm
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.
Includes bibliographical references (pages 337-340) and index.
9781466594098 (hardcover : alk. paper)
2014028241
Econometrics.
Economics--Mathematical models.
HB141 / .M67 2015
330.015195 MOS-C
Mathematical statistics for applied econometrics / Charles B. Moss. - London CRC Press 2015 - xx, 343 pages : illustrations ; 24 cm
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.
Includes bibliographical references (pages 337-340) and index.
9781466594098 (hardcover : alk. paper)
2014028241
Econometrics.
Economics--Mathematical models.
HB141 / .M67 2015
330.015195 MOS-C