Statistical Foundations Of Econometric Modelling by Aris Spanos, David Hendry

Statistical Foundations Of Econometric Modelling



Download Statistical Foundations Of Econometric Modelling




Statistical Foundations Of Econometric Modelling Aris Spanos, David Hendry
Language: English
Page: 673
Format: pdf
ISBN: 0521269121, 9780521269124
Publisher: Cambridge University Press

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.

Book Description

A thorough foundation in probability theory and statistical inference provides an introduction to the underlying theory of econometrics that motivates the student at a intuitive as well as a formal level.

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