Statistical Foundations of Econometric Modelling - Hardcover

Spanos, Aris

Hardcover

ISBN 10: 0521262852 ISBN 13: 9780521262859

Publisher: Cambridge University Press, 1986

Synopsis

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.

About this title

About the Author

Aris Spanos is Wilson Schmidt Professor of Economics at Virginia Tech. He has also taught at Birkbeck College, London, the University of Cambridge, the University of California and the University of Cyprus. Professor Spanos is the author of Probability Theory and Statistical Inference (1999) and Statistical Foundations of Econometric Modeling (1986), both published by Cambridge University Press. Professor Spanos's research has appeared in journals such as the Journal of Econometrics, Econometric Theory, Econometric Reviews, and Philosophy of Science. His research interests include the philosophy and methodology of statistical inference and modeling, foundational problems in statistics, statistical adequacy, misspecification testing and respecification, resampling and simulation techniques and modeling speculative prices.

Edition details

• Publisher: Cambridge University Press
• Publication date: 1986
• Language: English
• ISBN 10: 0521262852
• ISBN 13: 9780521262859
• Binding: Hardcover
• Edition number: 1
• Number of pages: 720