Introduction to Statistics and Econometrics

4.2 avg rating
( 5 ratings by Goodreads )
 
9780674462250: Introduction to Statistics and Econometrics

This outstanding text by a foremost econometrician combines instruction in probability and statistics with econometrics in a rigorous but relatively nontechnical manner. Unlike many statistics texts, it discusses regression analysis in depth. And unlike many econometrics texts, it offers a thorough treatment of statistics. Although its only mathematical requirement is multivariate calculus, it challenges the student to think deeply about basic concepts.

The coverage of probability and statistics includes best prediction and best linear prediction, the joint distribution of a continuous and discrete random variable, large sample theory, and the properties of the maximum likelihood estimator. Exercises at the end of each chapter reinforce the many illustrative examples and diagrams. Believing that students should acquire the habit of questioning conventional statistical techniques, Takeshi Amemiya discusses the problem of choosing estimators and compares various criteria for ranking them. He also evaluates classical hypothesis testing critically, giving the realistic case of testing a composite null against a composite alternative. He frequently adopts a Bayesian approach because it provides a useful pedagogical framework for discussing many fundamental issues in statistical inference.

Turning to regression, Amemiya presents the classical bivariate model in the conventional summation notation. He follows with a brief introduction to matrix analysis and multiple regression in matrix notation. Finally, he describes various generalizations of the classical regression model and certain other statistical models extensively used in econometrics and other applications in social science.

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

Review:

Introduction to Statistics and Econometrics covers probability and statistics, with emphasis on certain topics that are important in econometrics but often overlooked by statistics textbooks at this level...A thorough analysis of the problem of choosing estimators is given, including a comparison of various criteria for ranking estimators. The author also presents a critical evaluation of the classical method of hypothesis testing, especially in the realistic case of testing two composite hypothesis against each other. (Quarterly Journal of Applied Mathematics)

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

Top Search Results from the AbeBooks Marketplace

1.

Amemiya, Takeshi
Published by Harvard Univ Press
ISBN 10: 0674462254 ISBN 13: 9780674462250
New Hardcover Quantity Available: 1
Seller:
Rating
[?]

Book Description Harvard Univ Press. Book Condition: BRAND NEW. BRAND NEW Hardcover A Brand New Quality Book from a Full-Time Bookshop in business since 1992!. Bookseller Inventory # 2361140

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 79.94
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

2.

Takeshi Amemiya
Published by HARVARD UNIVERSITY PRESS, United States (1994)
ISBN 10: 0674462254 ISBN 13: 9780674462250
New Hardcover Quantity Available: 10
Seller:
The Book Depository US
(London, United Kingdom)
Rating
[?]

Book Description HARVARD UNIVERSITY PRESS, United States, 1994. Hardback. Book Condition: New. New.. Language: English . Brand New Book. Turning to regression, Amemiya presents the classical bivariate model in the conventional summation notation. He follows with a brief introduction to matrix analysis and multiple regression in matrix notation. Finally, he describes various generalizations of the classical regression model and certain other statistical models extensively used in econometrics and other applications in social science. Bookseller Inventory # AAH9780674462250

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 80.40
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

3.

Takeshi Amemiya
Published by HARVARD UNIVERSITY PRESS, United States (1994)
ISBN 10: 0674462254 ISBN 13: 9780674462250
New Hardcover Quantity Available: 10
Seller:
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description HARVARD UNIVERSITY PRESS, United States, 1994. Hardback. Book Condition: New. New.. Language: English . Brand New Book. Turning to regression, Amemiya presents the classical bivariate model in the conventional summation notation. He follows with a brief introduction to matrix analysis and multiple regression in matrix notation. Finally, he describes various generalizations of the classical regression model and certain other statistical models extensively used in econometrics and other applications in social science. Bookseller Inventory # AAH9780674462250

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 81.88
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

4.

Amemiya, Takeshi
Published by Harvard University Press (1994)
ISBN 10: 0674462254 ISBN 13: 9780674462250
New Quantity Available: 18
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description Harvard University Press, 1994. HRD. Book Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Bookseller Inventory # WH-9780674462250

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 73.40
Convert Currency

Add to Basket

Shipping: US$ 11.87
From United Kingdom to U.S.A.
Destination, Rates & Speeds

5.

Takeshi Amemiya
Published by Harvard University Press 1994-05-11, Cambridge, Mass. (1994)
ISBN 10: 0674462254 ISBN 13: 9780674462250
New Hardcover Quantity Available: 5
Seller:
Blackwell's
(Oxford, OX, United Kingdom)
Rating
[?]

Book Description Harvard University Press 1994-05-11, Cambridge, Mass., 1994. hardback. Book Condition: New. Bookseller Inventory # 9780674462250

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 80.14
Convert Currency

Add to Basket

Shipping: US$ 7.91
From United Kingdom to U.S.A.
Destination, Rates & Speeds

6.

Amemiya, Takeshi
ISBN 10: 0674462254 ISBN 13: 9780674462250
New Quantity Available: > 20
Seller:
Paperbackshop-US
(Wood Dale, IL, U.S.A.)
Rating
[?]

Book Description 1994. HRD. Book Condition: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Bookseller Inventory # TH-9780674462250

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 85.07
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

7.

Takeshi Amemiya
Published by Harvard University Press
ISBN 10: 0674462254 ISBN 13: 9780674462250
New Quantity Available: > 20
Seller:
INDOO
(Avenel, NJ, U.S.A.)
Rating
[?]

Book Description Harvard University Press. Book Condition: New. Brand New. Bookseller Inventory # 0674462254

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 85.90
Convert Currency

Add to Basket

Shipping: US$ 3.50
Within U.S.A.
Destination, Rates & Speeds

8.

Amemiya, Takeshi
ISBN 10: 0674462254 ISBN 13: 9780674462250
New Quantity Available: 1
Seller:
Pbshop
(Wood Dale, IL, U.S.A.)
Rating
[?]

Book Description 1994. HRD. Book Condition: New. New Book.Shipped from US within 10 to 14 business days. Established seller since 2000. Bookseller Inventory # IB-9780674462250

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 88.24
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

9.

AMEMIYA
ISBN 10: 0674462254 ISBN 13: 9780674462250
New Hardcover Quantity Available: 1
Seller:
Herb Tandree Philosophy Books
(Stroud, GLOS, United Kingdom)
Rating
[?]

Book Description 1994. Hardback. Book Condition: NEW. 9780674462250 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Bookseller Inventory # HTANDREE0808233

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 90.27
Convert Currency

Add to Basket

Shipping: US$ 10.55
From United Kingdom to U.S.A.
Destination, Rates & Speeds

10.

Takeshi Amemiya
ISBN 10: 0674462254 ISBN 13: 9780674462250
New Hardcover Quantity Available: 1
Seller:
Grand Eagle Retail
(Wilmington, DE, U.S.A.)
Rating
[?]

Book Description 1994. Hardcover. Book Condition: New. Hardcover. Turning to regression, Amemiya presents the classical bivariate model in the conventional summation notation. He follows with a brief introduction to matrix analysis and multiple regressio.Shipping may be from multiple locations in the US or from the UK, depending on stock availability. 384 pages. 0.594. Bookseller Inventory # 9780674462250

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 102.54
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book