Statistical Foundations of Econometric Modelling
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Book Overview
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...
Format:Paperback
Language:English
ISBN:0521269121
ISBN13:9780521269124
Release Date:October 1986
Publisher:Cambridge University Press
Length:720 Pages
Weight:2.20 lbs.
Dimensions:1.7" x 6.0" x 9.1"
Related Subjects
Business Business & Finance Business & Investing Econometrics Economics Popular EconomicsCustomer Reviews
1 rating
A Different Perspective in Econometrics
Published by Thriftbooks.com User , 25 years ago
Spanos describes a different way of doing econometrics refocusing on the statistical properties of the data we are trying to investigate. Clearly stating and testing the statistical assumptions of any econometric model is central in his approach. A really good book.
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