Probability Theory and Statistical Inference: Econometric Modeling with Observational Data - Softcover

Spanos, Aris

  • 4.00 out of 5 stars
    7 ratings by Goodreads
 
9780521424080: Probability Theory and Statistical Inference: Econometric Modeling with Observational Data
Softcover
ISBN 10: 0521424089 ISBN 13: 9780521424080
Publisher: Cambridge University Press, 1999

Synopsis

This major new textbook is intended for students taking introductory courses in probability theory and statistical inference. The primary objective of this book is to establish the framework for the empirical modeling of observational (nonexperimental) data. The text is extremely student friendly, with pathways designed for semester usage, and although aimed primarily at students at second-year undergraduate level and above studying econometrics and economics, Probability Theory and Statistical Inference will also be useful for students in other disciplines that make extensive use of observational data, including finance, biology, sociology and psychology.

"synopsis" may belong to another edition of 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.

Review

"The chapters are impressive because of their thoroughness and attention to detail. The writing is elegant. The problem sections at the ends of the chapters are both reinforcing and creatively challenging... The section on 'building block' stochastics is one of the best I have read... the treatment and presentation are refreshing in their clarity." Computing Reviews

"Undergraduate and graduate-level introductory textbook on probability theory and

"About this title" may belong to another edition of this title.

Publisher
Cambridge University Press
Publication date
1999
Language
English
ISBN 10 
0521424089
ISBN 13 
9780521424080
Binding
Paperback
Number of pages
844
Rating
  • 4.00 out of 5 stars
    7 ratings by Goodreads