Mathematical Statistics for Applied Econometrics
Mathematical Statistics for Applied Econometrics by Charles B Moss is a comprehensive resource published by CRC Press LLC on October 14, 2024. This 364-page book is written in English and serves as an introduction to the fundamentals of statistical inference, laying the groundwork for a deeper understanding of classical econometrics. It emphasizes the importance of mathematical statistics concepts in econometric formulations, encouraging students to view statistics as more than just a collection of techniques.
Readers will find a thorough exploration of key topics, including probability theory, estimation methods, and hypothesis testing, all framed within the context of economics. The text also highlights the use of computer systems to facilitate computation and presents applications of statistical concepts through matrix analysis and both linear and nonlinear econometric techniques. This edition aims to equip students with the necessary tools to make informed inferences based on sample information, bridging the gap between theoretical understanding and practical application in the fields of business, finance, and statistics.
Official synopsis Publisher
Mathematical Statistics for Applied Econometrics covers the basics of statistical inference in support of a subsequent course on classical econometrics. The book shows students how mathematical statistics concepts form the basis of econometric formulations. It also helps them think about statistics as more than a toolbox of techniques.Uses Computer Systems to Simplify ComputationThe text explores the unifying themes involved in quantifying sample information to make inferences. After developing the necessary probability theory, it presents the concepts of estimation, such as convergence, point estimators, confidence intervals, and hypothesis tests. The text then shifts from a general development of mathematical statistics to focus on applications particularly popular in economics. It delves into matrix analysis, linear models, and nonlinear econometric techniques.
Publisher
Topics
FAQ
What is “Mathematical Statistics for Applied Econometrics” about?
Who is the author of “Mathematical Statistics for Applied Econometrics”?
When was “Mathematical Statistics for Applied Econometrics” published?
What is the ISBN for “Mathematical Statistics for Applied Econometrics”?
What are the book details (language, pages, edition)?
