Probability and Statistics for Economists

Probability and Statistics for Economists

Hansen, Bruce

Princeton University Press

08/2022

416

Dura

Inglês

9780691235943

15 a 20 dias

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Estimator; Probability; Parameter; Theorem; Random variable; Likelihood-ratio test; Statistical hypothesis testing; Estimation; Statistic; Asymptotic distribution; Joint probability distribution; Sampling distribution; Asymptotic theory (statistics); Probability theory; Likelihood function; Variance; Bayesian econometrics; Characteristic function (probability theory); Probability distribution; Econometrics; Conditional probability distribution; Endogeneity (econometrics); Sampling (statistics); Probability mass function; Bias of an estimator; Confidence interval; Bayesian inference; Newton's method; Parametric model; Test statistic; Competition (economics); Mathematical optimization; Convergence of random variables; Cumulative distribution function; Kernel density estimation; Econometric model; Econometric Theory; Method of moments (statistics); Geoeconomics; Probability and statistics; Neyman-Pearson lemma; Empirical distribution function; Minimum-variance unbiased estimator; Gauss-Markov theorem; Probability density function; Monetary policy; Statistical theory; Weighted arithmetic mean; Estimation theory; Chi-squared test; Independence (probability theory); Statistical significance; Cross-validation (statistics); Supply (economics); Algorithmic trading; Density estimation; Calculation; P-value; Chi-squared distribution; Maximum likelihood estimation; Asymptotic theory; Donsker's theorem; Outcome (probability); Economic cost; Statistical model; James-Stein estimator; Order statistic; Covariance matrix; Inference; Beta-binomial distribution