Statistical Foundations of Econometric Modelling

By Aris Spanos

Book Overview

This book provides an introduction to econometrics through a thorough grounding in probability theory and statistical inference. The emphasis is on the concepts and ideas underlying probability theory and statistical inference, and on motivating the learning of them both at a formal and an intuitive level. By basing its approach on the underlying theory, it is able to cover fully the econometric theory required up to the intermediate level; its emphasis on mastering the concepts makes it an ideal introduction to the advanced texts and the econometric literature.

• Format: Paperback
• Language: English
• ISBN: 0521269121
• ISBN13: 9780521269124
• Release Date: October 1986
• Publisher: Cambridge University Press
• Length: 720 Pages
• Weight: 2.20 lbs.
• Dimensions: 1.7" x 6.0" x 9.1"

Customer Reviews

A Different Perspective in Econometrics

Spanos describes a different way of doing econometrics refocusing on the statistical properties of the data we are trying to investigate. Clearly stating and testing the statistical assumptions of any econometric model is central in his approach. A really good book.