文档介绍：Probability Theory
and Statistical Inference:
Econometric Modeling
with Observational Data
Aris Spanos
CAMBRIDGE UNIVERSITY PRESS
Probability Theory and Statistical Inference
This major new textbook from a distinguished econometrician is intended for
students taking introductory courses in probability theory and statistical infer-
ence. No prior knowledge other than a basic familiarity with descriptive statis-
tics is assumed.
The primary objective of this book is to establish the framework for the
empirical modeling of observational (non-experimental) data. This framework
is formulated with a view to modating the peculiarities of observational
(as opposed to experimental) data in a unifying and logically coherent way.
Probability Theory and Statistical Inference differs from traditional textbooks
in so far as it emphasizes concepts, ideas, notions, and procedures which are
appropriate for modeling observational data. Special emphasis is placed on
relating probabilistic concepts to chance regularity patterns exhibited by
observed data.
Aimed primarily at students at second-year undergraduate level and above
studying econometrics and economics, this textbook will also be useful for stu-
dents in other disciplines which make extensive use of observational data,
including finance, biology, sociology, education, psychology, and climatology.
is a leading researcher and teacher in econometrics. He is cur-
rently based at the University of Cyprus and Virginia Polytechnic Institute and
State University and has taught previously at institutions including, Birkbeck
College, the University of Cambridge, and the University of California. His
previous books include Statistical Foundations of Econometric Modelling, pub-
lished by Cambridge University Press in 1986.
Probability Theory
and Statistical Inference
Econometric Modeling with
Observational Data
Aris Spanos
PUBLISHED BY CAMBRIDGE UNIVERSITY PRESS (VIRTUAL PUBLISHING)
FOR