Introduction to Statistics and Econometrics

Introduction to Statistics and Econometrics

by Takeshi Amemiya (Author)

Synopsis

Combines instruction in probability and statistics with econometrics in a fairly nontechnical manner. Contents include best prediction and best linear prediction, joint distribution of a continuous and discrete random variable, large sample theory and properties of the maximum likelihood estimator.

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More Information

Format: Hardcover
Pages: 384
Publisher: Harvard University Press
Published: 11 May 2006

ISBN 10: 0674462254
ISBN 13: 9780674462250