Probability, Statistics and Econometrics

Business & Finance, Economics, Econometrics
Cover of the book Probability, Statistics and Econometrics by Oliver Linton, Elsevier Science
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Author: Oliver Linton ISBN: 9780128104965
Publisher: Elsevier Science Publication: March 4, 2017
Imprint: Academic Press Language: English
Author: Oliver Linton
ISBN: 9780128104965
Publisher: Elsevier Science
Publication: March 4, 2017
Imprint: Academic Press
Language: English

Probability, Statistics and Econometrics provides a concise, yet rigorous, treatment of the field that is suitable for graduate students studying econometrics, very advanced undergraduate students, and researchers seeking to extend their knowledge of the trinity of fields that use quantitative data in economic decision-making.

The book 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.

  • Synthesizes three substantial areas of research, ensuring success in a subject matter than can be challenging to newcomers
  • Focused and modern coverage that provides relevant examples from economics and finance
  • Contains some modern frontier material, including bootstrap and lasso methods not treated in similar-level books
  • Collects the necessary material for first semester Economics PhD students into a single text
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Probability, Statistics and Econometrics provides a concise, yet rigorous, treatment of the field that is suitable for graduate students studying econometrics, very advanced undergraduate students, and researchers seeking to extend their knowledge of the trinity of fields that use quantitative data in economic decision-making.

The book 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.

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