mathematical statistics for applied econometrics

mathematical statistics for applied econometrics

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時(shí)間:2018-02-10

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1、FORAPPLIEDECONOMETRICSMATHEMATICALSTATISTICSStatisticsMathematicalStatisticsforAppliedEconometricscoverstheba-sicsofstatisticalinferenceinsupportofasubsequentcourseonclassicaleconometrics.Thebookshowshowmathematicalstatisticsconceptsformthebasisofeconometricformulations.Italsohelpsyouthinkabout

2、statisticsasmorethanatoolboxoftechniques.Thetextexplorestheunifyingthemesinvolvedinquantifyingsampleinformationtomakeinferences.Afterdevelopingthenecessaryprob-abilitytheory,itpresentstheconceptsofestimation,suchasconver-gence,pointestimators,confidenceintervals,andhypothesistests.Thetextthensh

3、iftsfromageneraldevelopmentofmathematicalsta-tisticstofocusonapplicationsparticularlypopularineconomics.Itdelvesintomatrixanalysis,linearmodels,andnonlineareconometrictechniques.Features?Showshowmathematicalstatisticsisusefulintheanalysisofeconomicdecisionsunderriskanduncertainty?Describesstati

4、sticaltoolsforinference,explainingthe“why”behindstatisticalestimators,tests,andresults?ProvidesanintroductiontothesymboliccomputerprogramsMaximaandMathematica?,whichcanbeusedtoreducethemathematicalandnumericalcomplexityofsomeformulations?GivestheRcodeforseveralapplications?Includessummaries,rev

5、iewquestions,andnumericalexercisesattheendofeachchapterMOSSAvoidingacookbookapproachtoeconometrics,thisbookdevelopsyourtheoreticalunderstandingofstatisticaltoolsandeconometricapplications.Itprovidesyouwiththefoundationforfurtherecono-metricstudies.K20635www.crcpress.comMATHEMATICALSTATISTICSFOR

6、APPLIEDECONOMETRICSK20635_FM.indd19/5/1412:14PMK20635_FM.indd29/5/1412:14PMMATHEMATICALSTATISTICSFORAPPLIEDECONOMETRICSCHARLESB.MOSSUniversityofFloridaGainesville,USAK20635_FM.indd39/5/1412:14PMCRCPressTaylor&FrancisGroup6000BrokenSoundParkwayNW,Suite300BocaRaton,FL33487-2742?2015byTaylor&Franc

7、isGroup,LLCCRCPressisanimprintofTaylor&FrancisGroup,anInformabusinessNoclaimtooriginalU.S.GovernmentworksVersionDate:20140805InternationalStandardBookNumber-13:978-1-4665-9410-4(eBook-PDF)Thisbookcontainsinformationobtainedfromaut

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