Introduction to Statistics and Econometrics / Edition 1

Hardcover (Print)
Rent
Rent from BN.com
$20.41
(Save 75%)
Est. Return Date: 11/15/2014
Used and New from Other Sellers
Used and New from Other Sellers
from $62.50
Usually ships in 1-2 business days
(Save 23%)
Other sellers (Hardcover)
  • All (11) from $62.50   
  • New (6) from $78.71   
  • Used (5) from $62.50   

Overview

This outstanding text by a foremost econometrician combines instruction in probability and statistics with econometrics in a rigorous but relatively nontechnical manner. Unlike many statistics texts, it discusses regression analysis in depth. And unlike many econometrics texts, it offers a thorough treatment of statistics. Although its only mathematical requirement is multivariate calculus, it challenges the student to think deeply about basic concepts.

The coverage of probability and statistics includes best prediction and best linear prediction, the joint distribution of a continuous and discrete random variable, large sample theory, and the properties of the maximum likelihood estimator. Exercises at the end of each chapter reinforce the many illustrative examples and diagrams. Believing that students should acquire the habit of questioning conventional statistical techniques, Takeshi Amemiya discusses the problem of choosing estimators and compares various criteria for ranking them. He also evaluates classical hypothesis testing critically, giving the realistic case of testing a composite null against a composite alternative. He frequently adopts a Bayesian approach because it provides a useful pedagogical framework for discussing many fundamental issues in statistical inference.

Turning to regression, Amemiya presents the classical bivariate model in the conventional summation notation. He follows with a brief introduction to matrix analysis and multiple regression in matrix notation. Finally, he describes various generalizations of the classical regression model and certain other statistical models extensively used in econometrics and other applications in social science.

Read More Show Less

Editorial Reviews

Quarterly Journal of Applied Mathematics
Introduction to Statistics and Econometrics covers probability and statistics, with emphasis on certain topics that are important in econometrics but often overlooked by statistics textbooks at this level...A thorough analysis of the problem of choosing estimators is given, including a comparison of various criteria for ranking estimators. The author also presents a critical evaluation of the classical method of hypothesis testing, especially in the realistic case of testing two composite hypothesis against each other.
Read More Show Less

Product Details

  • ISBN-13: 9780674462250
  • Publisher: Harvard University Press
  • Publication date: 4/28/1994
  • Edition description: New Edition
  • Edition number: 1
  • Pages: 384
  • Sales rank: 1,211,594
  • Product dimensions: 6.20 (w) x 9.40 (h) x 0.90 (d)

Table of Contents

Preface

1. Introduction

1.1 What Is Probability?

1.2 What Is Statistics?

2. Probability

2.1 Introduction

2.2 Axioms of Probability

2.3 Counting Techniques

2.4 Conditional Probability and Independence

2.5 Probability Calculations

Exercises

3. Random Variables And Probability Distributions

3.1 Definitions of a Random Variable

3.2 Discrete Random Variables

3.3 Univariate Continuous Random Variables

3.4 Bivariate Continuous Random Variables

3.5 Distribution Function

3.6 Change of Variables

3.7 Joint Distribution of Discrete and Continuous Random Variables

Exercises

4. Moments

4.1 Expected Value

4.2 Higher Moments

4.3 Covariance and Correlation

4.4 Conditional Mean and Variance

Exercises

5. Binomial And Normal Random Variables

5.1 Binomial Random Variables

5.2 Normal Random Variables

5.3 Bivariate Normal Random Variables

5.4 Multivariate Normal Random Variables

Exercises

6. Large Sample Theory

6.1 Modes of Convergence

6.2 Laws of Large Numbers and Central Limit Theorems

6.3 Normal Approximation of Binomial

6.4 Examples

Exercises

7. Point Estimation

7.1 What Is an Estimator?

7.2 Properties of Estimators

7.3 Maximum Likelihood Estimator: Definition and Computation

7.4 Maximum Likelihood Estimator: Properties

Exercises

8. Interval Estimation

8.1 Introduction

8.2 Confidence Intervals

8.3 Bayesian Method

Exercises

9. Tests Of Hypotheses

9.1 Introduction

9.2 Type I and Type II Errors

9.3 Neyman-Pearson Lemma

9.4 Simple against Composite

9.5 Composite against Composite

9.6 Examples of Hypothesis Tests

9.7 Testing about a Vector Parameter

Exercises

10. Bivariate Regression Model

10.1 Introduction

10.2 Least Squares Estimators

10.3 Tests of Hypotheses

Exercises

11. Elements Of Matrix Analysis

11.1 Definition of Basic Terms

11.2 Matrix Operations

11.3 Determinants and Inverses

11.4 Simultaneous Linear Equations

11.5 Properties of the Symmetric Matrix

Exercises

12. Multiple Regression Model

12.1 Introduction

12.2 Least Squares Estimators

12.3 Constrained Least Squares Estimators

12.4 Tests of Hypotheses

12.5 Selection of Regressors

Exercises

13. Econometric Models

13.1

Read More Show Less

Customer Reviews

Be the first to write a review
( 0 )
Rating Distribution

5 Star

(0)

4 Star

(0)

3 Star

(0)

2 Star

(0)

1 Star

(0)

Your Rating:

Your Name: Create a Pen Name or

Barnes & Noble.com Review Rules

Our reader reviews allow you to share your comments on titles you liked, or didn't, with others. By submitting an online review, you are representing to Barnes & Noble.com that all information contained in your review is original and accurate in all respects, and that the submission of such content by you and the posting of such content by Barnes & Noble.com does not and will not violate the rights of any third party. Please follow the rules below to help ensure that your review can be posted.

Reviews by Our Customers Under the Age of 13

We highly value and respect everyone's opinion concerning the titles we offer. However, we cannot allow persons under the age of 13 to have accounts at BN.com or to post customer reviews. Please see our Terms of Use for more details.

What to exclude from your review:

Please do not write about reviews, commentary, or information posted on the product page. If you see any errors in the information on the product page, please send us an email.

Reviews should not contain any of the following:

  • - HTML tags, profanity, obscenities, vulgarities, or comments that defame anyone
  • - Time-sensitive information such as tour dates, signings, lectures, etc.
  • - Single-word reviews. Other people will read your review to discover why you liked or didn't like the title. Be descriptive.
  • - Comments focusing on the author or that may ruin the ending for others
  • - Phone numbers, addresses, URLs
  • - Pricing and availability information or alternative ordering information
  • - Advertisements or commercial solicitation

Reminder:

  • - By submitting a review, you grant to Barnes & Noble.com and its sublicensees the royalty-free, perpetual, irrevocable right and license to use the review in accordance with the Barnes & Noble.com Terms of Use.
  • - Barnes & Noble.com reserves the right not to post any review -- particularly those that do not follow the terms and conditions of these Rules. Barnes & Noble.com also reserves the right to remove any review at any time without notice.
  • - See Terms of Use for other conditions and disclaimers.
Search for Products You'd Like to Recommend

Recommend other products that relate to your review. Just search for them below and share!

Create a Pen Name

Your Pen Name is your unique identity on BN.com. It will appear on the reviews you write and other website activities. Your Pen Name cannot be edited, changed or deleted once submitted.

 
Your Pen Name can be any combination of alphanumeric characters (plus - and _), and must be at least two characters long.

Continue Anonymously

    If you find inappropriate content, please report it to Barnes & Noble
    Why is this product inappropriate?
    Comments (optional)