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Probability theory and statistical inference : econometric modeling with observational data / Aris Spanos.

By: Material type: TextTextLanguage: English Publication details: Cambridge : Cambridge University Press, 1999.Description: xxvii, 815 páginas : ilustraciones, gráficas, tablas ; 25 cmContent type:
  • Texto
Media type:
  • Sin mediación
Carrier type:
  • Volumen
ISBN:
  • 0521413540
Subject(s): DDC classification:
  • 330.015195  S61p  21
Other classification:
  • B23
Contents:
1. An introduction to empirical modeling -- 2. Probability theory : a modeling framework -- 3. The notion of a probability model -- Appendix A: Univariate probability models -- 4. The notion of a random sample -- Appendix B: Bivariate distributions -- 5. Probabilistic concepts and real data -- 6. The notion of non-random sample -- 7. Regression and related notions -- 8. Stochastic processes -- 9. Limit theorems -- 10. From probability theory to statistical inference -- 11. An introduction to statistical inference -- 12. Estimation I: Properties of estimators -- 13. Estimation II: Methods of estimation -- 14. Hypothesis testing -- 15. Misspecification testing.
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Holdings
Item type Home library Call number Status Notes Date due Barcode Item holds
LIBRO FISICO Biblioteca Principal 330.015195 S61p (Browse shelf(Opens below)) Available Mantener en colección. 29004018970946
Total holds: 0

Incluye referencias bibliográficas (páginas 787-805) e índice.

1. An introduction to empirical modeling -- 2. Probability theory : a modeling framework -- 3. The notion of a probability model -- Appendix A: Univariate probability models -- 4. The notion of a random sample -- Appendix B: Bivariate distributions -- 5. Probabilistic concepts and real data -- 6. The notion of non-random sample -- 7. Regression and related notions -- 8. Stochastic processes -- 9. Limit theorems -- 10. From probability theory to statistical inference -- 11. An introduction to statistical inference -- 12. Estimation I: Properties of estimators -- 13. Estimation II: Methods of estimation -- 14. Hypothesis testing -- 15. Misspecification testing.

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