ABSTRACT

An Introductory Econometrics TextMathematical Statistics for Applied Econometrics covers the basics of statistical inference in support of a subsequent course on classical econometrics. The book shows students how mathematical statistics concepts form the basis of econometric formulations. It also helps them think about statistics as more than a to

chapter 1|18 pages

Defining Mathematical Statistics

part |2 pages

Part I Defining Random Variables

part |2 pages

Part II Estimation

chapter 6|20 pages

Large Sample Theory

chapter 7|30 pages

Point Estimation

chapter 8|16 pages

Interval Estimation

chapter 9|16 pages

Testing Hypotheses

part |2 pages

Part III Econometric Applications

chapter 10|22 pages

Elements Of Matrix Analysis

chapter 11|32 pages

Regression Applications In Econometrics

chapter 12|24 pages

Survey of Nonlinear Econometric Applications

chapter 13|4 pages

Conclusions