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Mathematical Statistics for Applied Econometrics

Mathematical Statistics for Applied Econometrics - Free Ebook Download

Book Detail

Author/Editor(s): Charles B. Moss
Publication Date: October 16, 2014
ISBN-10: 1466594098
ISBN-13: 978-1466594098
Language: English
Edition: 1
Publisher: Chapman and Hall/CRC
Size: 3.06 MB
Format: pdf

Book Description

Mathematical Statistics for Applied Econometrics covers the basics of statistical inference in support of a subsequent course on classical econometrics. The book shows students how mathematical statistics concepts form the basis of econometric formulations. It also helps them think about statistics as more than a toolbox of techniques.

The text explores the unifying themes involved in quantifying sample information to make inferences. After developing the necessary probability theory, it presents the concepts of estimation, such as convergence, point estimators, confidence intervals, and hypothesis tests. The text then shifts from a general development of mathematical statistics to focus on applications particularly popular in economics. It delves into matrix analysis, linear models, and nonlinear econometric techniques.

Features:
  • Shows how mathematical statistics is useful in the analysis of economic decisions under risk and uncertainty
  • Describes statistical tools for inference, explaining the “why” behind statistical estimators, tests, and results
  • Provides an introduction to the symbolic computer programs Maxima and Mathematica®, which can be used to reduce the mathematical and numerical complexity of some formulations
  • Gives the R code for several applications
  • Includes summaries, review questions, and numerical exercises at the end of each chapter

Avoiding a cookbook approach to econometrics, this textbook develops students’ theoretical understanding of statistical tools and econometric applications. It provides them with the foundation for further econometric studies.

About the Author

Charles B. Moss, University of Florida, Gainesville, USA.

Reviews

This book presents a useful and well-integrated connection between mathematical statistics and applied econometrics. There is a natural progression from probability theory to estimations to economics applications, and the examples are helpful to understand and illustrate the statistical concepts. I highly recommend it to students who want to understand statistical theory that is driving econometrics applications frequently used in economics research.

--Ani Katchova, Associate Professor, Agricultural Economics, University of Kentucky

This book is a formal yet accessible introductory textbook to mathematical statistics, with a clear emphasis on building a strong background for the subsequent study of econometric methods employed in social sciences, agricultural economics, finance, and agribusiness. The book’s intended audiences are graduate students—very strong masters and all doctoral students—and professionals looking for an intuitive and easy-to use reference. The text is ideal for a one-semester or one-year course in mathematical statistics. The book is a pleasure to read: it offers great perspectives through the use of ‘boxes’ that provide historical context and interesting facts. They represent a fun companion in the journey of learning the formal concepts of mathematical statistics throughout the book. In addition, the examples and applications are useful and intuitive, having in mind students in economics, agricultural economics, and business. The end-of-chapter exercises are adequate and do not go overboard.

--Alfonso Flores-Lagunes, Professor of Economics and Senior Research Associate, Center for Policy Research, Syracuse University, and Research Fellow, Institute for the Study of Labor (IZA)
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