Probability And Statistics For Economists

Author : Bruce Hansen
Publisher : Princeton University Press
Page : 417 pages
File Size : 54,8 Mb
Release : 2022-06-28
Category : Business & Economics
ISBN : 9780691236148

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Probability and Statistics for Economists by Bruce Hansen Pdf

A comprehensive and up-to-date introduction to the mathematics that all economics students need to know Probability theory is the quantitative language used to handle uncertainty and is the foundation of modern statistics. Probability and Statistics for Economists provides graduate and PhD students with an essential introduction to mathematical probability and statistical theory, which are the basis of the methods used in econometrics. This incisive textbook teaches fundamental concepts, emphasizes modern, real-world applications, and gives students an intuitive understanding of the mathematics that every economist needs to know. Covers probability and statistics with mathematical rigor while emphasizing intuitive explanations that are accessible to economics students of all backgrounds Discusses random variables, parametric and multivariate distributions, sampling, the law of large numbers, central limit theory, maximum likelihood estimation, numerical optimization, hypothesis testing, and more Features hundreds of exercises that enable students to learn by doing Includes an in-depth appendix summarizing important mathematical results as well as a wealth of real-world examples Can serve as a core textbook for a first-semester PhD course in econometrics and as a companion book to Bruce E. Hansen’s Econometrics Also an invaluable reference for researchers and practitioners

Author : Yongmiao Hong
Publisher : World Scientific Publishing Company
Page : 592 pages
File Size : 41,8 Mb
Release : 2017-11-02
Category : Business & Economics
ISBN : 9789813228832

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Probability and Statistics for Economists by Yongmiao Hong Pdf

Probability and Statistics have been widely used in various fields of science, including economics. Like advanced calculus and linear algebra, probability and statistics are indispensable mathematical tools in economics. Statistical inference in economics, namely econometric analysis, plays a crucial methodological role in modern economics, particularly in empirical studies in economics. This textbook covers probability theory and statistical theory in a coherent framework that will be useful in graduate studies in economics, statistics and related fields. As a most important feature, this textbook emphasizes intuition, explanations and applications of probability and statistics from an economic perspective. Request Inspection Copy

Author : Ron C. Mittelhammer
Publisher : Springer Science & Business Media
Page : 777 pages
File Size : 40,9 Mb
Release : 2013-03-14
Category : Mathematics
ISBN : 9781461450221

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Mathematical Statistics for Economics and Business by Ron C. Mittelhammer Pdf

Mathematical Statistics for Economics and Business, Second Edition, provides a comprehensive introduction to the principles of mathematical statistics which underpin statistical analyses in the fields of economics, business, and econometrics. The selection of topics in this textbook is designed to provide students with a conceptual foundation that will facilitate a substantial understanding of statistical applications in these subjects. This new edition has been updated throughout and now also includes a downloadable Student Answer Manual containing detailed solutions to half of the over 300 end-of-chapter problems. After introducing the concepts of probability, random variables, and probability density functions, the author develops the key concepts of mathematical statistics, most notably: expectation, sampling, asymptotics, and the main families of distributions. The latter half of the book is then devoted to the theories of estimation and hypothesis testing with associated examples and problems that indicate their wide applicability in economics and business. Features of the new edition include: a reorganization of topic flow and presentation to facilitate reading and understanding; inclusion of additional topics of relevance to statistics and econometric applications; a more streamlined and simple-to-understand notation for multiple integration and multiple summation over general sets or vector arguments; updated examples; new end-of-chapter problems; a solution manual for students; a comprehensive answer manual for instructors; and a theorem and definition map. This book has evolved from numerous graduate courses in mathematical statistics and econometrics taught by the author, and will be ideal for students beginning graduate study as well as for advanced undergraduates.

Author : Oliver Linton
Publisher : Academic Press
Page : 388 pages
File Size : 48,9 Mb
Release : 2017-03-04
Category : Business & Economics
ISBN : 9780128104965

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Probability, Statistics and Econometrics by Oliver Linton Pdf

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

Author : Ralph E. Beals
Publisher : Unknown
Page : 440 pages
File Size : 51,6 Mb
Release : 1972
Category : Mathematics
ISBN : STANFORD:36105006464718

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Statistics for Economists by Ralph E. Beals Pdf

Author : Margaret Lewis
Publisher : Routledge
Page : 466 pages
File Size : 48,8 Mb
Release : 2012-11-12
Category : Business & Economics
ISBN : 9781136668708

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Applied Statistics for Economists by Margaret Lewis Pdf

This book is an undergraduate text that introduces students to commonly-used statistical methods in economics. Using examples based on contemporary economic issues and readily-available data, it not only explains the mechanics of the various methods, it also guides students to connect statistical results to detailed economic interpretations. Because the goal is for students to be able to apply the statistical methods presented, online sources for economic data and directions for performing each task in Excel are also included.

Author : Christian Kleiber,Samuel Kotz
Publisher : John Wiley & Sons
Page : 354 pages
File Size : 43,9 Mb
Release : 2003-10-24
Category : Mathematics
ISBN : 9780471457169

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Statistical Size Distributions in Economics and Actuarial Sciences by Christian Kleiber,Samuel Kotz Pdf

A comprehensive account of economic size distributions around the world and throughout the years In the course of the past 100 years, economists and applied statisticians have developed a remarkably diverse variety of income distribution models, yet no single resource convincingly accounts for all of these models, analyzing their strengths and weaknesses, similarities and differences. Statistical Size Distributions in Economics and Actuarial Sciences is the first collection to systematically investigate a wide variety of parametric models that deal with income, wealth, and related notions. Christian Kleiber and Samuel Kotz survey, compliment, compare, and unify all of the disparate models of income distribution, highlighting at times a lack of coordination between them that can result in unnecessary duplication. Considering models from eight languages and all continents, the authors discuss the social and economic implications of each as well as distributions of size of loss in actuarial applications. Specific models covered include: Pareto distributions Lognormal distributions Gamma-type size distributions Beta-type size distributions Miscellaneous size distributions Three appendices provide brief biographies of some of the leading players along with the basic properties of each of the distributions. Actuaries, economists, market researchers, social scientists, and physicists interested in econophysics will find Statistical Size Distributions in Economics and Actuarial Sciences to be a truly one-of-a-kind addition to the professional literature.

Author : Mario Lefebvre
Publisher : Springer Science & Business Media
Page : 364 pages
File Size : 46,6 Mb
Release : 2007-04-03
Category : Mathematics
ISBN : 9780387285054

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Applied Probability and Statistics by Mario Lefebvre Pdf

This book moves systematically through the topic of applied probability from an introductory chapter to such topics as random variables and vectors, stochastic processes, estimation, testing and regression. The topics are well chosen and the presentation is enriched by many examples from real life. Each chapter concludes with many original, solved and unsolved problems and hundreds of multiple choice questions, enabling those unfamiliar with the topics to master them. Additionally appealing are historical notes on the mathematicians mentioned throughout, and a useful bibliography. A distinguishing character of the book is its thorough and succinct handling of the varied topics.

Author : Svein Olav Nyberg
Publisher : John Wiley & Sons
Page : 512 pages
File Size : 45,6 Mb
Release : 2018-07-27
Category : Mathematics
ISBN : 9781119246893

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The Bayesian Way: Introductory Statistics for Economists and Engineers by Svein Olav Nyberg Pdf

A comprehensive resource that offers an introduction to statistics with a Bayesian angle, for students of professional disciplines like engineering and economics The Bayesian Way offers a basic introduction to statistics that emphasizes the Bayesian approach and is designed for use by those studying professional disciplines like engineering and economics. In addition to the Bayesian approach, the author includes the most common techniques of the frequentist approach. Throughout the text, the author covers statistics from a basic to a professional working level along with a practical understanding of the matter at hand. Filled with helpful illustrations, this comprehensive text explores a wide range of topics, starting with descriptive statistics, set theory, and combinatorics. The text then goes on to review fundamental probability theory and Bayes' theorem. The first part ends in an exposition of stochastic variables, exploring discrete, continuous and mixed probability distributions. In the second part, the book looks at statistical inference. Primarily Bayesian, but with the main frequentist techniques included, it covers conjugate priors through the powerful yet simple method of hyperparameters. It then goes on to topics in hypothesis testing (including utility functions), point and interval estimates (including frequentist confidence intervals), and linear regression. This book: Explains basic statistics concepts in accessible terms and uses an abundance of illustrations to enhance visual understanding Has guides for how to calculate the different probability distributions, functions , and statistical properties, on platforms like popular pocket calculators and Mathematica / Wolfram Alpha Includes example-proofs that enable the reader to follow the reasoning Contains assignments at different levels of difficulty from simply filling out the correct formula to the complex multi-step text assignments Offers information on continuous, discrete and mixed probability distributions, hypothesis testing, credible and confidence intervals, and linear regression Written for undergraduate and graduate students of subjects where Bayesian statistics are applied, including engineering, economics, and related fields, The Bayesian Way: With Applications in Engineering and Economics offers a clear understanding of Bayesian statistics that have real-world applications.

Author : Bruce Hansen
Publisher : Princeton University Press
Page : 1080 pages
File Size : 52,9 Mb
Release : 2022-08-16
Category : Business & Economics
ISBN : 9780691235899

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Econometrics by Bruce Hansen Pdf

The most authoritative and up-to-date core econometrics textbook available Econometrics is the quantitative language of economic theory, analysis, and empirical work, and it has become a cornerstone of graduate economics programs. Econometrics provides graduate and PhD students with an essential introduction to this foundational subject in economics and serves as an invaluable reference for researchers and practitioners. This comprehensive textbook teaches fundamental concepts, emphasizes modern, real-world applications, and gives students an intuitive understanding of econometrics. Covers the full breadth of econometric theory and methods with mathematical rigor while emphasizing intuitive explanations that are accessible to students of all backgroundsDraws on integrated, research-level datasets, provided on an accompanying websiteDiscusses linear econometrics, time series, panel data, nonparametric methods, nonlinear econometric models, and modern machine learningFeatures hundreds of exercises that enable students to learn by doingIncludes in-depth appendices on matrix algebra and useful inequalities and a wealth of real-world examplesCan serve as a core textbook for a first-year PhD course in econometrics and as a follow-up to Bruce E. Hansen’s Probability and Statistics for Economists

Author : C. Jotin Khisty,Jamshid Mohammadi,Adjo A. Amedkudzi
Publisher : J. Ross Publishing
Page : 625 pages
File Size : 52,7 Mb
Release : 2012
Category : Technology & Engineering
ISBN : 9781604270556

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Systems Engineering with Economics, Probability, and Statistics by C. Jotin Khisty,Jamshid Mohammadi,Adjo A. Amedkudzi Pdf

This title offers an overview of the fundamentals and practice applications of probability and statistics, microeconomics, engineering economics, hard and soft systems analysis, and sustainable development and sustainability applications in engineering planning.

Author : Dale J. Poirier
Publisher : MIT Press
Page : 744 pages
File Size : 54,6 Mb
Release : 1995
Category : Business & Economics
ISBN : 0262161494

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Intermediate Statistics and Econometrics by Dale J. Poirier Pdf

The standard introductory texts to mathematical statistics leave the Bayesian approach to be taught later in advanced topics courses-giving students the impression that Bayesian statistics provide but a few techniques appropriate in only special circumstances. Nothing could be further from the truth, argues Dale Poirier, who has developed a course for teaching comparatively both the classical and the Bayesian approaches to econometrics. Poirier's text provides a thoroughly modern, self-contained, comprehensive, and accessible treatment of the probability and statistical foundations of econometrics with special emphasis on the linear regression model. Written primarily for advanced undergraduate and graduate students who are pursuing research careers in economics, Intermediate Statistics and Econometrics offers a broad perspective, bringing together a great deal of diverse material. Its comparative approach, emphasis on regression and prediction, and numerous exercises and references provide a solid foundation for subsequent courses in econometrics and will prove a valuable resource to many nonspecialists who want to update their quantitative skills. The introduction closes with an example of a real-world data set-the Challengerspace shuttle disaster-that motivates much of the text's theoretical discussion. The ten chapters that follow cover basic concepts, special distributions, distributions of functions of random variables, sampling theory, estimation, hypothesis testing, prediction, and the linear regression model. Appendixes contain a review of matrix algebra, computation, and statistical tables.

Author : Gerhard Tintner
Publisher : Unknown
Page : 392 pages
File Size : 51,8 Mb
Release : 1953
Category : Economics
ISBN : UCAL:$B423514

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Mathematics and Statistics for Economists by Gerhard Tintner Pdf

Author : Ron C. Mittelhammer
Publisher : Springer Science & Business Media
Page : 734 pages
File Size : 50,9 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461239888

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Mathematical Statistics for Economics and Business by Ron C. Mittelhammer Pdf

A comprehensive introduction to the principles underlying statistical analyses in the fields of economics, business, and econometrics. The selection of topics is specifically designed to provide students with a substantial conceptual foundation, from which to achieve a thorough and mature understanding of statistical applications within the fields. After introducing the concepts of probability, random variables, and probability density functions, the author develops the key concepts of mathematical statistics, notably: expectation, sampling, asymptotics, and the main families of distributions. The latter half of the book is then devoted to the theories of estimation and hypothesis testing with associated examples and problems that indicate their wide applicability in economics and business. Includes hundreds of exercises and problems.

Author : Erling B. Andersen,Nils-Erik Jensen,Nils Kousgaard
Publisher : Springer Science & Business Media
Page : 449 pages
File Size : 48,8 Mb
Release : 2012-12-06
Category : Business & Economics
ISBN : 9783642955280

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Statistics for Economics, Business Administration, and the Social Sciences by Erling B. Andersen,Nils-Erik Jensen,Nils Kousgaard Pdf

This book is intended as a textbook for a first course in applied statistics for students of economics, public administration and business administration. A limited knowledge of mathematics and - in one single chapter - some knowledge of elementary matrix algebra is required for understanding the text. Complicated mathematical proofs are avoided and the explanations are based on intuition and numerical examples. The aim of this book is to enable the student to understand the reasoning underlying a statistical analysis and to apply statistical methods to problems likely to be met within the fields of economics, public administration and business administration. The topics covered by the book are: - methods for exploratory data analysis - probability theory and standard statistical distributions - statistical inference theory - and three main areas of application: regression analysis, survey sampling and contingency tables. The treatment of exploratory data analysis, regression analysis and the analysis of contingency tables are based on the most recent theoretical developments in these areas. Most of the examples have never been presented before in English textbooks.