Chapman and Hall/CRC
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
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.