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Probability, Statistics and Econometrics
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215 b
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Probability, Statistics and Econometrics provides a concise yet rigorous treatment of the field suitable for graduate students studying econometrics, very advanced undergraduate students, and researchers seeking to extend their knowledge of the trinity of fields underpinning any use of quantitative data in economic decision-making. It covers much of the groundwork for probability and inference before proceeding to core topics in econometrics. Authored by one of the leading econometricians in the field, it is a unique and valuable addition to the current repertoire of econometrics textbooks and reference books. A compact guide that synthesizes three substantial areas of research, ensuring time investment is not great in a subject often challenging to newcomersFocused and modern coverage providing good relevant examples from economics and finance – aiding student motivation and understandingContains some modern frontier material like bootstrap and lasso methods not treated elsewhere in similar-level booksCollects the necessary material for first semester Economics PhD students into a single text
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