Probability, Statistics and Econometrics
eBook - ePub

Probability, Statistics and Econometrics

  1. 388 pages
  2. English
  3. ePUB (mobile friendly)
  4. Available on iOS & Android
eBook - ePub

Probability, Statistics and Econometrics

About this book

Probability, Statistics and Econometrics provides a concise, yet rigorous, treatment of the field that is suitable for graduate students studying econometrics, very advanced undergraduate students, and researchers seeking to extend their knowledge of the trinity of fields that use quantitative data in economic decision-making.The book covers much of the groundwork for probability and inference before proceeding to core topics in econometrics. Authored by one of the leading econometricians in the field, it is a unique and valuable addition to the current repertoire of econometrics textbooks and reference books.- Synthesizes three substantial areas of research, ensuring success in a subject matter than can be challenging to newcomers- Focused and modern coverage that provides relevant examples from economics and finance- Contains some modern frontier material, including bootstrap and lasso methods not treated in similar-level books- Collects the necessary material for first semester Economics PhD students into a single text

Frequently asked questions

Yes, you can cancel anytime from the Subscription tab in your account settings on the Perlego website. Your subscription will stay active until the end of your current billing period. Learn how to cancel your subscription.
At the moment all of our mobile-responsive ePub books are available to download via the app. Most of our PDFs are also available to download and we're working on making the final remaining ones downloadable now. Learn more here.
Perlego offers two plans: Essential and Complete
  • Essential is ideal for learners and professionals who enjoy exploring a wide range of subjects. Access the Essential Library with 800,000+ trusted titles and best-sellers across business, personal growth, and the humanities. Includes unlimited reading time and Standard Read Aloud voice.
  • Complete: Perfect for advanced learners and researchers needing full, unrestricted access. Unlock 1.4M+ books across hundreds of subjects, including academic and specialized titles. The Complete Plan also includes advanced features like Premium Read Aloud and Research Assistant.
Both plans are available with monthly, semester, or annual billing cycles.
We are an online textbook subscription service, where you can get access to an entire online library for less than the price of a single book per month. With over 1 million books across 1000+ topics, we’ve got you covered! Learn more here.
Look out for the read-aloud symbol on your next book to see if you can listen to it. The read-aloud tool reads text aloud for you, highlighting the text as it is being read. You can pause it, speed it up and slow it down. Learn more here.
Yes! You can use the Perlego app on both iOS or Android devices to read anytime, anywhere — even offline. Perfect for commutes or when you’re on the go.
Please note we cannot support devices running on iOS 13 and Android 7 or earlier. Learn more about using the app.
Yes, you can access Probability, Statistics and Econometrics by Oliver Linton in PDF and/or ePUB format, as well as other popular books in Economics & Econometrics. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Academic Press
Year
2017
Print ISBN
9780128104958
eBook ISBN
9780128104965
Topic
Economics
Subtopic
Econometrics
Index
Economics

Table of contents

  1. Cover image
  2. Title page
  3. Table of Contents
  4. Copyright
  5. Dedication
  6. List of Figures
  7. About the Author
  8. Preface
  9. Acknowledgment
  10. Part I: Probability and Distribution
  11. Chapter 1: Probability Theory
  12. Chapter 2: Conditional Probability and Independence
  13. Chapter 3: Random Variables, Distribution Functions, and Densities
  14. Chapter 4: Transformations of Random Variables
  15. Chapter 5: The Expectation
  16. Chapter 6: Examples of Univariate Distributions
  17. Chapter 7: Multivariate Random Variables
  18. Chapter 8: Asymptotic Theory
  19. Chapter 9: Exercises and Complements
  20. Part II: Statistics
  21. Chapter 10: Introduction
  22. Chapter 11: Estimation Theory
  23. Chapter 12: Hypothesis Testing
  24. Chapter 13: Confidence Intervals and Sets
  25. Chapter 14: Asymptotic Tests and the Bootstrap
  26. Chapter 15: Exercises and Complements
  27. Part III: Econometrics
  28. Chapter 16: Linear Algebra
  29. Chapter 17: The Least Squares Procedure
  30. Chapter 18: Linear Model
  31. Chapter 19: Statistical Properties of the OLS Estimator
  32. Chapter 20: Hypothesis Testing for Linear Regression
  33. Chapter 21: Omission of Relevant Variables, Inclusion of Irrelevant Variables, and Model Selection
  34. Chapter 22: Asymptotic Properties of OLS Estimator and Test Statistics
  35. Chapter 23: Generalized Method of Moments and Extremum Estimators
  36. Chapter 24: A Nonparametric Postscript
  37. Chapter 25: A Case Study
  38. Chapter 26: Exercises and Complements
  39. Appendix
  40. Bibliography
  41. Index