资源描述:
《mathematical statistics for applied econometrics》由会员上传分享,免费在线阅读,更多相关内容在工程资料-天天文库。
1、FORAPPLIEDECONOMETRICSMATHEMATICALSTATISTICSStatisticsMathematicalStatisticsforAppliedEconometricscoverstheba-sicsofstatisticalinferenceinsupportofasubsequentcourseonclassicaleconometrics.Thebookshowshowmathematicalstatisticsconceptsformthebasisofeconometricformulations.Italsohelpsyouthinkabout
2、statisticsasmorethanatoolboxoftechniques.Thetextexplorestheunifyingthemesinvolvedinquantifyingsampleinformationtomakeinferences.Afterdevelopingthenecessaryprob-abilitytheory,itpresentstheconceptsofestimation,suchasconver-gence,pointestimators,confidenceintervals,andhypothesistests.Thetextthensh
3、iftsfromageneraldevelopmentofmathematicalsta-tisticstofocusonapplicationsparticularlypopularineconomics.Itdelvesintomatrixanalysis,linearmodels,andnonlineareconometrictechniques.Features•Showshowmathematicalstatisticsisusefulintheanalysisofeconomicdecisionsunderriskanduncertainty•Describesstati
4、sticaltoolsforinference,explainingthe“why”behindstatisticalestimators,tests,andresults•ProvidesanintroductiontothesymboliccomputerprogramsMaximaandMathematica®,whichcanbeusedtoreducethemathematicalandnumericalcomplexityofsomeformulations•GivestheRcodeforseveralapplications•Includessummaries,rev
5、iewquestions,andnumericalexercisesattheendofeachchapterMOSSAvoidingacookbookapproachtoeconometrics,thisbookdevelopsyourtheoreticalunderstandingofstatisticaltoolsandeconometricapplications.Itprovidesyouwiththefoundationforfurtherecono-metricstudies.K20635www.crcpress.comMATHEMATICALSTATISTICSFOR
6、APPLIEDECONOMETRICSK20635_FM.indd19/5/1412:14PMK20635_FM.indd29/5/1412:14PMMATHEMATICALSTATISTICSFORAPPLIEDECONOMETRICSCHARLESB.MOSSUniversityofFloridaGainesville,USAK20635_FM.indd39/5/1412:14PMCRCPressTaylor&FrancisGroup6000BrokenSoundParkwayNW,Suite300BocaRaton,FL33487-2742©2015byTaylor&Franc
7、isGroup,LLCCRCPressisanimprintofTaylor&FrancisGroup,anInformabusinessNoclaimtooriginalU.S.GovernmentworksVersionDate:20140805InternationalStandardBookNumber-13:978-1-4665-9410-4(eBook-PDF)Thisbookcontainsinformationobtainedfromaut