Karim M. Abadir is Emeritus Professor of Financial Econometrics at Imperial College London, and Distinguished Visiting Professor at the American University in Cairo. He was the Head of the Statistics Group at the University of York and Chair of Econometrics and Statistics joint between the Departments of Mathematics and Economics 1996-2005, then Chair of Financial Econometrics 2005-2017 at Imperial College London. He was a founding editor of the Econometrics Journal for 10 years.
Inhaltsangabe
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.
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.
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