'This impressive new addition to the Econometric Exercises series will be a wonderful resource for advanced undergraduate and postgraduate students. The clarity with which all concepts and techniques are presented and linked, is marvellous. The use of concise introductory material to lay the foundations of each chapter, followed by an extensive set of solved exercises, also works seamlessly. I will recommend it highly to all!' Gael Martin, Monash University, Australia
Part I. Probability and Distribution Theory: 1. Probability; 2. Random variables, probability distributions and densities; 3. Expectations and their generating functions; 4. Special univariate distributions; 5. Joint distributions and densities; 6. Conditioning, dependence, and joint moments; 7. Functions of random variables; 8. The multivariate normal and functions thereof; Part II. Estimation and Inference: 9. Sample statistics and their distributions; 10. Asymptotic theory; 11. Principles of point estimation; 12. Likelihood, information, and maximum likelihood estimation; 13. Other methods of estimation; 14. Tests of hypotheses; Appendix A; Appendix B; Bibliography; Index.
