An Introduction to Econometric Theory: Measure-Theoretic Probability and Statistics with Applications to Economics - Hardcover

Gallant, A. Ronald

Hardcover

ISBN 10: 0691016453 ISBN 13: 9780691016450

Verlag: Princeton University Press, 1997

Inhaltsangabe

BOOK BY GALLANT A RONALD

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Críticas

"This is an excellent book ... There are chapters on probability, random variables and expectations, distributions and convergence concepts... It is very concise, yet treat most relevant topics in a clear and precise way."--Mathematical Reviews

Reseña del editor

Intended primarily to prepare first-year graduate students for their ongoing work in econometrics, economic theory, and finance, this innovative book presents the fundamental concepts of theoretical econometrics, from measure-theoretic probability to statistics. A. Ronald Gallant covers these topics at an introductory level and develops the ideas to the point where they can be applied. He thereby provides the reader not only with a basic grasp of the key empirical tools but with sound intuition as well. In addition to covering the basic tools of empirical work in economics and finance, Gallant devotes particular attention to motivating ideas and presenting them as the solution to practical problems. For example, he presents correlation, regression, and conditional expectation as a means of obtaining the best approximation of one random variable by some function of another. He considers linear, polynomial, and unrestricted functions, and leads the reader to the notion of conditioning on a sigma-algebra as a means for finding the unrestricted solution. The reader thus gains an understanding of the relationships among linear, polynomial, and unrestricted solutions. Proofs of results are presented when the proof itself aids understanding or when the proof technique has practical value. A major text-treatise by one of the leading scholars in this field, An Introduction to Econometric Theory will prove valuable not only to graduate students but also to all economists, statisticians, and finance professionals interested in the ideas and implications of theoretical econometrics.

Details zur Ausgabe

• Verlag: Princeton University Press
• Erscheinungsdatum: 1997
• ISBN 10: 0691016453
• ISBN 13: 9780691016450
• Einband: Tapa dura
• Sprache: Englisch
• Anzahl der Seiten: 214