por Abadir, Karim M.Series: Econometric exercises . 2 Publicado por : Cambridge University Press (United Kingdom) Detalles físicos: xxviii, 762 páginas ISBN:9780521537452.
|Tipo de ítem||Ubicación actual||Colección||Signatura||Copia número||Estado||Fecha de vencimiento||Código de barras||Reserva de ítems|
|Libro||Claustro 2do piso||Libro||519.5 A116s (Navegar estantería)||Ej.1||Disponible||100161342|
|Libro||Claustro 2do piso||Libro||519.5 A116s (Navegar estantería)||Ej.2||Disponible||100162639|
|Libro||Claustro 2do piso||Libro||519.5 A116s (Navegar estantería)||Ej.3||Disponible||100162640|
|Libro||Claustro 2do piso||Libro||519.5 A116s (Navegar estantería)||Ej.4||Disponible||100162641|
Part A. Probability and Distribution Theory -- Probability -- Random variables, probability distributions and densities -- Expectations and their generating functions -- Special univariate distributions -- Joint distributions and densities -- Conditioning, dependence, and joint moments -- Functions of random variables -- The multivariate normal and functions thereof.
Part B. Estimation and Inference -- Sample statistics and their distributions -- Asymptotic theory -- Principles of point estimation -- Likelihood, information, and maximum likelihood estimation -- Other methods of estimation -- Tests of hypotheses.
"Building on the success of Abadir and Magnus' Matrix Algebra in the Econometric Exercises Series, Statistics serves as a bridge between elementary and specialized statistics. Professors Abadir, Heijmans, and Magnus freely use matrix algebra to cover intermediate to advanced material. Each chapter contains a general introduction followed by a series of connected exercises which build up knowledge systematically. The characteristic feature of the book (and indeed the series) is that all exercises are fully solved. The authors present many new proofs of established results, along with new results, often involving shortcuts that resort to statistical conditioning arguments"--
"The present series, Econometric Exercises, was conceived in 1995 with this challenge in mind. Now, almost a decade later it has become an exciting reality with the publication of the first installment of a series of volumes of worked econometric exercises. How can these volumes work as a tool of learning that adds value to the many existing textbooks of econometrics? What readers do we have in mind as benefiting from this series? What format best suits the objective of helping these readers learn, practice, and teach econometrics? These questions we now address, starting with our overall goals for the series"--
Texto en inglés