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... This description may be from another edition of this product.

• 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.