Probability Theory and Statistical Inference
Econometric Modeling with Observational Data
By (author) Aris Spanos
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Probability Theory and Statistical Inference by Aris Spanos
Book DescriptionThis major textbook from a distinguished econometrician is intended for students taking introductory courses in probability theory and statistical inference. No prior knowledge other than a basic familiarity with descriptive statistics is assumed. The primary objective of this book is to establish the framework for the empirical modelling of observational (non-experimental) data. This framework known as 'Probabilistic Reduction' is formulated with a view to accommodating the peculiarities of observational (as opposed to experimental) data in a unifying and logically coherent way. Probability Theory and Statistical Inference differs from traditional textbooks in so far as it emphasizes concepts, ideas, notions and procedures which are appropriate for modelling observational data. Aimed at students at second-year undergraduate level and above studying econometrics and economics, this textbook will also be useful for students in other disciplines which make extensive use of observational data, including finance, biology, sociology and psychology and climatology.
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Book DetailsISBN: 9780521424080
(247mm x 174mm x 42mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 2-Sep-1999
Country of Publication: United Kingdom
Books By Author Aris Spanos
Error and Inference, Paperback (September 2010)
Explores the nature of error and inference, drawing on exchanges on experimental reasoning, reliability, and the objectivity of science.
Statistical Foundations of Econometric Modelling, Paperback (October 1986)» View all books by Aris Spanos
This textbook provides an ideal introduction to econometrics through a grounding in probability theory and statistical inference.
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