Mathematical Statistics for Applied Econometrics: 1st Edition (e-Book) book cover

Mathematical Statistics for Applied Econometrics

1st Edition

By Charles B Moss

Chapman and Hall/CRC

363 pages

Purchasing Options:$ = USD
Hardback: 9781466594098
pub: 2014-10-16
eBook (VitalSource) : 9780429168895
pub: 2014-10-16
from $28.98

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An Introductory Econometrics TextMathematical 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 to

Table of Contents

DEFINING RANDOM VARIABLES: Introduction to Statistics, Probability and Econometrics. Random Variables and Probability Distributions. Moments and Moment Generating Functions. Binomial and Normal Random Variables. ESTIMATION: Large Sample Theory. Point Estimation. Interval Estimation. Testing Hypothesis. ECONOMETRIC APPLICATIONS: Elements of Matrix Analysis. Regression Applications in Econometrics. Notes. Bibliography. Index.

Subject Categories

BISAC Subject Codes/Headings:
MATHEMATICS / Probability & Statistics / General