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... This description may be from another edition of this product.
Format:Electronics
Language:English
ISBN:0511599293
ISBN13:9780511599293
Release Date:January 1
Publisher:Cambridge University Press
Related Subjects
Business Business & Finance Business & Investing Econometrics Economics Popular EconomicsCustomer Reviews
1 rating
A Different Perspective in Econometrics
Published by Thriftbooks.com User , 26 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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