Introduction to the Mathematical and Statistical Foundations of Econometrics PDF Download
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Author: Herman J. Bierens
Publisher: Cambridge University Press
ISBN: 9780521542241
Category : Business & Economics
Languages : en
Pages : 356
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Book Description
This book is intended for use in a rigorous introductory PhD level course in econometrics.
Author: Herman J. Bierens
Publisher: Cambridge University Press
ISBN: 9780521542241
Category : Business & Economics
Languages : en
Pages : 356
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Book Description
This book is intended for use in a rigorous introductory PhD level course in econometrics.
Author: Dale J. Poirier
Publisher: MIT Press
ISBN: 9780262161497
Category : Business & Economics
Languages : en
Pages : 744
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Book Description
The standard introductory texts to mathematical statistics leave the Bayesian approach to be taught later in advanced topics courses-giving students the impression that Bayesian statistics provide but a few techniques appropriate in only special circumstances. Nothing could be further from the truth, argues Dale Poirier, who has developed a course for teaching comparatively both the classical and the Bayesian approaches to econometrics. Poirier's text provides a thoroughly modern, self-contained, comprehensive, and accessible treatment of the probability and statistical foundations of econometrics with special emphasis on the linear regression model. Written primarily for advanced undergraduate and graduate students who are pursuing research careers in economics, Intermediate Statistics and Econometrics offers a broad perspective, bringing together a great deal of diverse material. Its comparative approach, emphasis on regression and prediction, and numerous exercises and references provide a solid foundation for subsequent courses in econometrics and will prove a valuable resource to many nonspecialists who want to update their quantitative skills. The introduction closes with an example of a real-world data set-the Challengerspace shuttle disaster-that motivates much of the text's theoretical discussion. The ten chapters that follow cover basic concepts, special distributions, distributions of functions of random variables, sampling theory, estimation, hypothesis testing, prediction, and the linear regression model. Appendixes contain a review of matrix algebra, computation, and statistical tables.
Author: Aris Spanos
Publisher: Cambridge University Press
ISBN: 9780521269124
Category : Business & Economics
Languages : en
Pages : 722
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Book Description
A thorough foundation in probability theory and statistical inference provides an introduction to the underlying theory of econometrics that motivates the student at a intuitive as well as a formal level.
Author: Aris Spanos
Publisher: Cambridge University Press
ISBN: 1107185149
Category : Business & Economics
Languages : en
Pages : 787
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Book Description
This empirical research methods course enables informed implementation of statistical procedures, giving rise to trustworthy evidence.
Author: Ron C. Mittelhammer
Publisher: Springer Science & Business Media
ISBN: 1461450225
Category : Mathematics
Languages : en
Pages : 777
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Book Description
Mathematical Statistics for Economics and Business, Second Edition, provides a comprehensive introduction to the principles of mathematical statistics which underpin statistical analyses in the fields of economics, business, and econometrics. The selection of topics in this textbook is designed to provide students with a conceptual foundation that will facilitate a substantial understanding of statistical applications in these subjects. This new edition has been updated throughout and now also includes a downloadable Student Answer Manual containing detailed solutions to half of the over 300 end-of-chapter problems. After introducing the concepts of probability, random variables, and probability density functions, the author develops the key concepts of mathematical statistics, most notably: expectation, sampling, asymptotics, and the main families of distributions. The latter half of the book is then devoted to the theories of estimation and hypothesis testing with associated examples and problems that indicate their wide applicability in economics and business. Features of the new edition include: a reorganization of topic flow and presentation to facilitate reading and understanding; inclusion of additional topics of relevance to statistics and econometric applications; a more streamlined and simple-to-understand notation for multiple integration and multiple summation over general sets or vector arguments; updated examples; new end-of-chapter problems; a solution manual for students; a comprehensive answer manual for instructors; and a theorem and definition map. This book has evolved from numerous graduate courses in mathematical statistics and econometrics taught by the author, and will be ideal for students beginning graduate study as well as for advanced undergraduates.
Author: Jianqing Fan
Publisher: CRC Press
ISBN: 0429527616
Category : Mathematics
Languages : en
Pages : 942
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Book Description
Statistical Foundations of Data Science gives a thorough introduction to commonly used statistical models, contemporary statistical machine learning techniques and algorithms, along with their mathematical insights and statistical theories. It aims to serve as a graduate-level textbook and a research monograph on high-dimensional statistics, sparsity and covariance learning, machine learning, and statistical inference. It includes ample exercises that involve both theoretical studies as well as empirical applications. The book begins with an introduction to the stylized features of big data and their impacts on statistical analysis. It then introduces multiple linear regression and expands the techniques of model building via nonparametric regression and kernel tricks. It provides a comprehensive account on sparsity explorations and model selections for multiple regression, generalized linear models, quantile regression, robust regression, hazards regression, among others. High-dimensional inference is also thoroughly addressed and so is feature screening. The book also provides a comprehensive account on high-dimensional covariance estimation, learning latent factors and hidden structures, as well as their applications to statistical estimation, inference, prediction and machine learning problems. It also introduces thoroughly statistical machine learning theory and methods for classification, clustering, and prediction. These include CART, random forests, boosting, support vector machines, clustering algorithms, sparse PCA, and deep learning.
Author: David F. Hendry
Publisher: Cambridge University Press
ISBN: 9780521588706
Category : Business & Economics
Languages : en
Pages : 582
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Book Description
Collection of classic papers by pioneer econometricians
Author: Albert Madansky
Publisher: Elsevier
ISBN: 1483275256
Category : Business & Economics
Languages : en
Pages : 275
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Book Description
Advanced Textbooks in Economics, Volume 7: Foundations of Econometrics focuses on the principles, processes, methodologies, and approaches involved in the study of econometrics. The publication examines matrix theory and multivariate statistical analysis. Discussions focus on the maximum likelihood estimation of multivariate normal distribution parameters, point estimation theory, multivariate normal distribution, multivariate probability distributions, Euclidean spaces and linear transformations, orthogonal transformations and symmetric matrices, and determinants. The manuscript then ponders on linear expected value models and simultaneous equation estimation. Topics include random exogenous variables, maximum likelihood estimation of a single equation, identification of a single equation, linear stochastic difference equations, and errors-in-variables models. The book takes a look at a prolegomenon to econometric model building, tests of hypotheses in econometric models, multivariate statistical analysis, and simultaneous equation estimation. Concerns include maximum likelihood estimation of a single equation, tests of linear hypotheses, testing for independence, and causality in economic models. The publication is a valuable source of data for economists and researchers interested in the foundations of econometrics.
Author: P.J. Dhrymes
Publisher: Springer Science & Business Media
ISBN: 1475716915
Category : Business & Economics
Languages : en
Pages : 142
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Book Description
This booklet was begun as an appendix to Introductory Econometrics. As it progressed, requirements of consistency and completeness of coverage seemed to make it inordinately long to serve merely as an appendix, and thus it appears as a work in its own right. Its purpose is not to give rigorous instruction in mathematics. Rather it aims at filling the gaps in the typical student's mathematical training, to the extent relevant for the study of econometrics. Thus, it contains a collection of mathematical results employed at various stages of Introductory Econometrics. More generally, however, it would be a useful adjunct and reference to students of econometrics, no matter what text is being employed. In the vast majority of cases, proofs are provided and there is a modicum of verbal discussion of certain mathematical results, the objective being to reinforce the reader's understanding of the formalities. In certain instances, however, when proofs are too cumbersome, or complex, or when they are too obvious, they are omitted.
Author: Barbara Illowsky
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 2106
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Book Description
Introductory Statistics 2e provides an engaging, practical, and thorough overview of the core concepts and skills taught in most one-semester statistics courses. The text focuses on diverse applications from a variety of fields and societal contexts, including business, healthcare, sciences, sociology, political science, computing, and several others. The material supports students with conceptual narratives, detailed step-by-step examples, and a wealth of illustrations, as well as collaborative exercises, technology integration problems, and statistics labs. The text assumes some knowledge of intermediate algebra, and includes thousands of problems and exercises that offer instructors and students ample opportunity to explore and reinforce useful statistical skills. This is an adaptation of Introductory Statistics 2e by OpenStax. You can access the textbook as pdf for free at openstax.org. Minor editorial changes were made to ensure a better ebook reading experience. Textbook content produced by OpenStax is licensed under a Creative Commons Attribution 4.0 International License.
