Probability, statistics and econometrics. (2017)

• Record Type: Book
• Further Information: Note: Oliver Linton.
• Authors: Linton, Oliver B
• Contents: I PROBABILITY AND DISTRIBUTION 1. Probability Theory 2. Conditional probability and independence 3. Random Variables, Distribution Functions, and Densities 4. Transformations of Random Variables 5. Expectation: Definition and Properties 6. Examples of Univariate Distributions 7. Multivariate Random Variables 8. Probability Theory Revisited 9. Exercises and Complements II STATISTICS 10. Introduction 11. Estimation Theory 12. Hypothesis Testing 13. Confidence Intervals and Sets 14. Asymptotic Tests and The Bootstrap 15. Exercises and Complements III ECONOMETRICS 16. Linear Algebra 17. The Least Squares Procedure 18. Linear Model 19. Statistical Properties of the OLS Estimator 20. Hypothesis Testing for Linear Regression 21. Omission of Relevant Variables, Inclusion of Irrelevant Variables, and Model Selection 22. Asymptotic Properties of OLS estimator and Test Statistics 23. Generalized Method of Moments and Extremum Estimators 24. Exercises and Complements
• Publisher Details: Amsterdam : Academic Press
• Publication Date: 2017
• Extent: 1 online resource
• Subjects: 330.015195; Econometrics; Probability; Statistics
• Languages: English
• ISBNs: 9780128104965
• Related ISBNs: 9780128104958
• Notes: Note: Description based on CIP data; item not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.