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Mathematical Statistics for Applied Econometrics
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Mathematical Statistics for Applied Econometrics

Book Details

Format Paperback / Softback
ISBN-10 1032921021
ISBN-13 9781032921020
Publisher Taylor & Francis Ltd
Imprint Chapman & Hall/CRC
Country of Manufacture GB
Country of Publication GB
Publication Date Oct 14th, 2024
Print length 364 Pages
Weight 542 grams
Dimensions 15.40 x 23.30 x 2.70 cms
Ksh 8,600.00
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Avoiding a cookbook approach to econometrics, this textbook develops students’ theoretical understanding of statistical tools and econometric applications. It 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 econo

An Introductory Econometrics Text

Mathematical 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 toolbox of techniques.

Uses Computer Systems to Simplify Computation

The text explores the unifying themes involved in quantifying sample information to make inferences. After developing the necessary probability theory, it presents the concepts of estimation, such as convergence, point estimators, confidence intervals, and hypothesis tests. The text then shifts from a general development of mathematical statistics to focus on applications particularly popular in economics. It delves into matrix analysis, linear models, and nonlinear econometric techniques.

Students Understand the Reasons for the Results

Avoiding a cookbook approach to econometrics, this textbook develops students’ theoretical understanding of statistical tools and econometric applications. It provides them with the foundation for further econometric studies.


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