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Spanos, Aris

Statistical foundations of econometric modelling / Aris Spanos. - Cambridge : Cambridge University Press, 1986 - xxiii, 694 p.

Incluye bibliografía

Pte.1. Introduction -- Pte.2. Probability theory -- Pte.3. Statistical inference -- Pte.4. The linear regression and related statistical models.

This book provides an introduction to econometrics through a thorough grounding in probability theory and statistical inference. The emphasis is on the concepts and ideas underlying probability theory and statistical inference, and on motivating the learning of them both at a formal and an intuitive level. By basing its approach on the underlying theory, it is able to cover fully the econometric theory required up to the intermediate level; its emphasis on mastering the concepts makes it an ideal introduction to the advanced texts and the econometric literature.

ISBN: 0521269121

Subjects--Topical Terms:
ECONOMETRIA
PROBABILIDADES
INFERENCIA ESTADISTICA
PROCESO ESTOCASTICO
ANALISIS DE REGRESION

Subjects--Index Terms: PROCESOS ESTACIONARIOS REGRESION LINEAL

Dewey Class. No.: 330.0182