Mathematical Statistics for Applied Econometrics

Book Description

An Introductory Econometrics Text

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 Computation

The 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.

Students Understand the Reasons for the Results

Avoiding a cookbook approach to econometrics, this textbook develops students’ theoretical understanding of statistical tools and econometric applications. It provides them with the foundation for further econometric studies.

Table of Contents

  1. Front Cover
  2. Dedication
  3. Contents (1/2)
  4. Contents (2/2)
  5. List Of Figures
  6. List Of Tables
  7. Preface
  8. Chapter 1 Defining Mathematical Statistics (1/4)
  9. Chapter 1 Defining Mathematical Statistics (2/4)
  10. Chapter 1 Defining Mathematical Statistics (3/4)
  11. Chapter 1 Defining Mathematical Statistics (4/4)
  12. Part I Defining Random Variables
    1. Chapter 2 Introduction To Statistics, Probability, Andeconometrics (1/5)
    2. Chapter 2 Introduction To Statistics, Probability, Andeconometrics (2/5)
    3. Chapter 2 Introduction To Statistics, Probability, Andeconometrics (3/5)
    4. Chapter 2 Introduction To Statistics, Probability, Andeconometrics (4/5)
    5. Chapter 2 Introduction To Statistics, Probability, Andeconometrics (5/5)
    6. Chapter 3 Random Variables And Probabilitydistributions (1/9)
    7. Chapter 3 Random Variables And Probabilitydistributions (2/9)
    8. Chapter 3 Random Variables And Probabilitydistributions (3/9)
    9. Chapter 3 Random Variables And Probabilitydistributions (4/9)
    10. Chapter 3 Random Variables And Probabilitydistributions (5/9)
    11. Chapter 3 Random Variables And Probabilitydistributions (6/9)
    12. Chapter 3 Random Variables And Probabilitydistributions (7/9)
    13. Chapter 3 Random Variables And Probabilitydistributions (8/9)
    14. Chapter 3 Random Variables And Probabilitydistributions (9/9)
    15. Chapter 4 Moments And Moment-generating Functions (1/6)
    16. Chapter 4 Moments And Moment-generating Functions (2/6)
    17. Chapter 4 Moments And Moment-generating Functions (3/6)
    18. Chapter 4 Moments And Moment-generating Functions (4/6)
    19. Chapter 4 Moments And Moment-generating Functions (5/6)
    20. Chapter 4 Moments And Moment-generating Functions (6/6)
    21. Chapter 5 Binomial And Normal Random Variables (1/4)
    22. Chapter 5 Binomial And Normal Random Variables (2/4)
    23. Chapter 5 Binomial And Normal Random Variables (3/4)
    24. Chapter 5 Binomial And Normal Random Variables (4/4)
  13. Part II Estimation
    1. Chapter 6 Large Sample Theory (1/4)
    2. Chapter 6 Large Sample Theory (2/4)
    3. Chapter 6 Large Sample Theory (3/4)
    4. Chapter 6 Large Sample Theory (4/4)
    5. Chapter 7 Point Estimation (1/6)
    6. Chapter 7 Point Estimation (2/6)
    7. Chapter 7 Point Estimation (3/6)
    8. Chapter 7 Point Estimation (4/6)
    9. Chapter 7 Point Estimation (5/6)
    10. Chapter 7 Point Estimation (6/6)
    11. Chapter 8 Interval Estimation (1/4)
    12. Chapter 8 Interval Estimation (2/4)
    13. Chapter 8 Interval Estimation (3/4)
    14. Chapter 8 Interval Estimation (4/4)
    15. Chapter 9 Testing Hypotheses (1/4)
    16. Chapter 9 Testing Hypotheses (2/4)
    17. Chapter 9 Testing Hypotheses (3/4)
    18. Chapter 9 Testing Hypotheses (4/4)
  14. Part III Econometric Applications
    1. Chapter 10 Elements Of Matrix Analysis (1/5)
    2. Chapter 10 Elements Of Matrix Analysis (2/5)
    3. Chapter 10 Elements Of Matrix Analysis (3/5)
    4. Chapter 10 Elements Of Matrix Analysis (4/5)
    5. Chapter 10 Elements Of Matrix Analysis (5/5)
    6. Chapter 11 Regression Applications In Econometrics (1/7)
    7. Chapter 11 Regression Applications In Econometrics (2/7)
    8. Chapter 11 Regression Applications In Econometrics (3/7)
    9. Chapter 11 Regression Applications In Econometrics (4/7)
    10. Chapter 11 Regression Applications In Econometrics (5/7)
    11. Chapter 11 Regression Applications In Econometrics (6/7)
    12. Chapter 11 Regression Applications In Econometrics (7/7)
    13. Chapter 12 Survey Of Nonlinear Econometricapplications (1/5)
    14. Chapter 12 Survey Of Nonlinear Econometricapplications (2/5)
    15. Chapter 12 Survey Of Nonlinear Econometricapplications (3/5)
    16. Chapter 12 Survey Of Nonlinear Econometricapplications (4/5)
    17. Chapter 12 Survey Of Nonlinear Econometricapplications (5/5)
    18. Chapter 13 Conclusions
  15. Appendix A Symbolic Computer Programs (1/2)
  16. Appendix A Symbolic Computer Programs (2/2)
  17. Appendix B Change Of Variables For Simultaneous equations (1/3)
  18. Appendix B Change Of Variables For Simultaneous equations (2/3)
  19. Appendix B Change Of Variables For Simultaneous equations (3/3)
  20. Appendix C Fourier Transformations (1/2)
  21. Appendix C Fourier Transformations (2/2)
  22. Appendix D Farm Interest Rate Data
  23. Appendix E Nonlinear Optimization (1/2)
  24. Appendix E Nonlinear Optimization (2/2)
  25. References
  26. Back Cover

Product Information

  • Title: Mathematical Statistics for Applied Econometrics
  • Author(s): Charles B Moss
  • Release date: October 2014
  • Publisher(s): Chapman and Hall/CRC
  • ISBN: 9781466594104