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Probability, Statistics and Econometrics by Linton, Oliver

Probability, Statistics and Econometrics

by Linton, Oliver
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Book cover type: Paperback
  • ISBN13: 9780128104958
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Academic Press
  • Publisher Imprint: Academic Press
  • Publication Date:
  • Pages: 388
  • Original Price: USD 99.95
  • Language: English
  • Edition: N/A
  • Item Weight: 610 grams
  • BISAC Subject(s): Econometrics

Probability, Statistics and Econometrics provides 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.

Linton, Oliver: - Professor Oliver Linton (Professor of Political Economy, Trinity College, Cambridge University) has been a Co-editor of Econometric Theory since 2000, the Journal of Econometrics since 2014, was Co-Editor of Econometrics Journal from 2007-14. He is an Elected Fellow of the Econometric Society, the Institute of Mathematical Statistics, and the British Academy. He has published over 130 articles in statistics, econometrics, and in empirical finance. He is particularly interested in nonparametric and semiparametric methods and financial econometrics.

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