Probability Theory and Statistical Inference : Econometric Modeling with Observational Data (Paperback)

Preface; 1. An introduction to empirical modelling; 2. Probability theory: a modelling framework; 3. The notion of a probability model; 4. The notion of a random sample; 5. Theoretical concepts and real data; 6. The notion of a non-random sample; 7. Regression and related notions; 8. Stochastic processes; 9. Limit theorems; 10. From probability theory to statistical inference; 11. An introduction to statistical inference; 12. Estimation I: properties of estimators; 13. Estimation II: methods of estimation; 14. Hypothesis testing; 15. Misspecification testing; References; Index.