Probability Theory and Statistical Inference: Empirical Modeling with Observational Data

ISBN-13: 9781316636374 / Angielski / Miękka / 2019 / 782 str.

Aris Spanos

Opis

This empirical research methods course enables informed implementation of statistical procedures, giving rise to trustworthy evidence.

Spis treści

1. An introduction to empirical modeling; 2. Probability theory as a modeling framework; 3. The concept of a probability model; 4. A simple statistical model; 5. Chance regularities and probabilistic concepts; 6. Statistical models and dependence; 7. Regression models; 8. Introduction to stochastic processes; 9. Limit theorems in probability; 10. From probability theory to statistical inference; 11. Estimation I: properties of estimators; 12. Estimation II: methods of estimation; 13. Hypothesis testing; 14. Linear regression and related models; 15. Mis-specification (M-S) testing.

O autorze

Spanos, Aris Aris Spanos is Wilson E. Schmidt Professor of Economics at Virginia Polytechnic Institute and State University. He is the author of Statistical Foundations of Econometric Modelling (Cambridge, 1986) and, with D. G. Mayo, Error and Inference: Recent Exchanges on Experimental Reasoning, Reliability, and the Objectivity and Rationality of Science (Cambridge, 2010).