Probability, Statistics and Econometrics

by Oliver Linton

2020-05-23 02:39:31

Probability, Statistics and Econometricsprovides 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 ... Read more

Probability, Statistics and Econometricsprovides 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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Book Details

File size6.00(w)x9.00(h)x(d)
Print pages388
PublisherElsevier Science
Publication date March 9, 2017
Languageeng
ISBNa3a8cd00-cfac-42dc-91f1-be65345ee7c4

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