Aris Spanos (Virginia Polytechnic Institute and State University)

Probability Theory and Statistical Inference

Empirical Modeling with Observational Data

• Gebundenes Buch

Produktbeschreibung

Doubt over the trustworthiness of published empirical results is often a result of statistical mis-specification or invalid probabilistic assumptions. This course in empirical research methods enables the specification and validation of statistical models, facilitating their informed implementation and giving rise to trustworthy evidence.

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Produktdetails

• Verlag: Cambridge University Press
• 2 Revised edition
• Seitenzahl: 782
• Erscheinungstermin: 14. November 2019
• Englisch
• Abmessung: 250mm x 175mm x 46mm
• Gewicht: 1672g
• ISBN-13: 9781107185142
• ISBN-10: 1107185149
• Artikelnr.: 56023784

Autorenporträt

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).

Inhaltsangabe

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.