Introduction to Probability and Statistical Inference, Roussas George G
Автор: Anatolyev, Stanislav Gospodinov, Nikolay Название: Methods for estimation and inference in modern econometrics ISBN: 1439838240 ISBN-13(EAN): 9781439838242 Издательство: Taylor&Francis Рейтинг: Цена: 14083 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Methods for Estimation and Inference in Modern Econometrics provides a comprehensive introduction to a wide range of emerging topics, such as generalized empirical likelihood estimation and alternative asymptotics under drifting parameterizations, which have not been discussed in detail outside of highly technical research papers. The book also addresses several problems often arising in the analysis of economic data, including weak identification, model misspecification, and possible nonstationarity. The book's appendix provides a review of some basic concepts and results from linear algebra, probability theory, and statistics that are used throughout the book.
Topics covered include:
Well-established nonparametric and parametric approaches to estimation and conventional (asymptotic and bootstrap) frameworks for statistical inference
Estimation of models based on moment restrictions implied by economic theory, including various method-of-moments estimators for unconditional and conditional moment restriction models, and asymptotic theory for correctly specified and misspecified models
Non-conventional asymptotic tools that lead to improved finite sample inference, such as higher-order asymptotic analysis that allows for more accurate approximations via various asymptotic expansions, and asymptotic approximations based on drifting parameter sequences
Offering a unified approach to studying econometric problems, Methods for Estimation and Inference in Modern Econometrics links most of the existing estimation and inference methods in a general framework to help readers synthesize all aspects of modern econometric theory. Various theoretical exercises and suggested solutions are included to facilitate understanding.
Описание: This text presents statistical methods for studying causal effects and discusses how readers can assess such effects in simple randomized experiments.
Описание: Uses the method of maximum likelihood to a large extent to ensure reasonable, and in some cases optimal procedures. This work treats the basic and important topics in multivariate statistics.
Автор: Boos Название: Essential Statistical Inference ISBN: 1461448174 ISBN-13(EAN): 9781461448174 Издательство: Springer Рейтинг: Цена: 15372 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A superb resource on statistical inference for researchers or students, this book has R code throughout, including in sample problems, and an appendix of derived notation and formulae. It covers core topics as well as modern aspects such as M-estimation.
Автор: Thijssen Jacco Название: Concise Introduction to Statistical Inference ISBN: 1498755771 ISBN-13(EAN): 9781498755771 Издательство: Taylor&Francis Рейтинг: Цена: 8565 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This short book introduces the main ideas of statistical inference in a way that is both user friendly and mathematically sound. Particular emphasis is placed on the common foundation of many models used in practice. In addition, the book focuses on the formulation of appropriate statistical models to study problems in business, economics, and the social sciences, as well as on how to interpret the results from statistical analyses.
The book will be useful to students who are interested in rigorous applications of statistics to problems in business, economics and the social sciences, as well as students who have studied statistics in the past, but need a more solid grounding in statistical techniques to further their careers.
Jacco Thijssen is professor of finance at the University of York, UK. He holds a PhD in mathematical economics from Tilburg University, Netherlands. His main research interests are in applications of optimal stopping theory, stochastic calculus, and game theory to problems in economics and finance. Professor Thijssen has earned several awards for his statistics teaching.
Автор: Bartoszynski, Robert Niewiadomska-bugaj, Magdalena Название: Probability and statistical inference ISBN: 0471696935 ISBN-13(EAN): 9780471696933 Издательство: Wiley Рейтинг: Цена: 22810 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Introduces probability and statistical concepts through non-trivial, real-world examples. This title promotes the development of intuition rather than simple application. Covering the advancements in computer-intensive methods, it provides the tools needed to develop an understanding of the theory of statistics and its probabilistic foundations.
Описание: Serving as a text for a two semester sequence on probability and statistical inference complex Models for Probability and Statistical Inference: Theory and Applications features exercises throughout the book and selected answers (not solutions). Each section is followed by a selection of problems, from simple to more complex.
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