【確率理論と統計的推定（テキスト）】
Probability Theory and Statistical Inference: Econometric modelling with observational data. hardcover 656 p., 136 tabs., 270 gr
Spanos, A. 著
内容
目次
Preface: 1. An introduction to empirical modelling; 2. Probabilitytheory: a modelling framework; 3. The notion of a Probability model; 4.The notion of a Random Sample; 5. Theoretical concepts and real data;6. The notion of a Non-Random sample; 7. Regression and relatednotions; 8. Stochastic processes; 9. Limit theorems; 10. FromProbability Theory to Statistical Inference; 11. An introduction toStatistical Inference; 12. Estimation I: Properties of estimators; 13.Estimation II: Methods of estimation; 14. Hypothesis testing; 15.Misspecification testing; References; 16. Index.
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