Introduction to Statistics and Econometrics 0674462254, 9780674462250

This outstanding text by a foremost econometrician combines instruction in probability and statistics with econometrics

361 24 14KB

English Pages 387 Year 1994

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Table of contents :
Cover......Page 1
Contents......Page 9
Preface......Page 13
1. Introduction......Page 19
2. Probability......Page 23
3. Random Variables and Probability Distributions......Page 37
4. Moments......Page 79
5. Binomial and Normal Random Variables......Page 105
6. Large Sample Theory......Page 118
7. Point Estimation......Page 130
8. Interval Estimation......Page 178
9. Tests of Hypotheses......Page 200
10. Bivariate Regression Model......Page 246
11. Elements of Matrix Analysis......Page 275
12. Multiple Regression Model......Page 299
13. Econometric Models......Page 332
Appendix: Distribution Theory......Page 371
References......Page 375
Name Index......Page 379
Subject Index......Page 381

Introduction to Statistics and Econometrics
 0674462254, 9780674462250

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