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eISBN : 9780128104965

Sommaire :
Part I: Probability and distribution

Chapter 1 - Probability Theory
Chapter 2 - Conditional Probability and Independence
Chapter 3 - Random Variables, Distribution Functions, and Densities
Chapter 4 - Transformations of Random Variables
Chapter 5 - The Expectation
Chapter 6 - Examples of Univariate Distributions
Chapter 7 - Multivariate Random Variables
Chapter 8 - Asymptotic Theory
Chapter 9 - Exercises and Complements

Part II: Statistics

Chapter 10 - Introduction
Chapter 11 - Estimation Theory
Chapter 12 - Hypothesis Testing
Chapter 13 - Confidence Intervals and Sets
Chapter 14 - Asymptotic Tests and the Bootstrap
Chapter 15 - Exercises and Complements

Part III: Econometrics

Chapter 16 - Linear Algebra
Chapter 17 - The Least Squares Procedure
Chapter 18 - Linear Model
Chapter 19 - Statistical Properties of the OLS Estimator
Chapter 20 - Hypothesis Testing for Linear Regression
Chapter 21 - Omission of Relevant Variables, Inclusion of Irrelevant Variables, and Model Selection
Chapter 22 - Asymptotic Properties of OLS Estimator and Test Statistics
Chapter 23 - Generalized Method of Moments and Extremum Estimators
Chapter 24 - A Nonparametric Postscript
Chapter 25 - A Case Study
Chapter 26 - Exercises and Complements
Appendix
Bibliography

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque