Probability, Statistics and Econometrics

ISBN: 9780128104958 出版年：2017 页码：390 Linton, Oliver Academic Press_RM

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 newcomersFocused and modern coverage that provides relevant examples from economics and financeContains some modern frontier material, including bootstrap and lasso methods not treated in similar-level booksCollects the necessary material for first semester Economics PhD students into a single text