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Statistical Foundations of Econometric Modelling

Paperback / softback

Main Details

Title Statistical Foundations of Econometric Modelling
Authors and Contributors      By (author) Aris Spanos
Foreword by David Hendry
Physical Properties
Format:Paperback / softback
Pages:720
Dimensions(mm): Height 231,Width 154
Category/GenreEconometrics
ISBN/Barcode 9780521269124
ClassificationsDewey:330.028
Audience
Tertiary Education (US: College)
Professional & Vocational
Illustrations Worked examples or Exercises; 12 Tables, unspecified; 70 Line drawings, unspecified

Publishing Details

Publisher Cambridge University Press
Imprint Cambridge University Press
Publication Date 30 October 1986
Publication Country United Kingdom

Description

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.