Moss, Charles B

Mathematical statistics for applied econometrics - Boca Raton CRC 2015 - xx, 343p. : ill.

Appendix A-E 299-331p.; Glossary 333-336p.; References 337-340p.; Index 341-343p.

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.

9781466594098

Textual


Point estimation
Testing hypotheses
Large sample theory