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Intermediate Statistics and Econometrics: A Comparative Approach, by Dale J. Poirier
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The standard introductory texts to mathematical statistics leave the Bayesian approach to be taught later in advanced topics courses—giving students the impression that Bayesian statistics provide but a few techniques appropriate in only special circumstances. Nothing could be further from the truth, argues Dale Poirier, who has developed a course for teaching comparatively both the classical and the Bayesian approaches to econometrics. Poirier's text provides a thoroughly modern, self-contained, comprehensive, and accessible treatment of the probability and statistical foundations of econometrics with special emphasis on the linear regression model.
Written primarily for advanced undergraduate and graduate students who are pursuing research careers in economics, Intermediate Statistics and Econometrics offers a broad perspective, bringing together a great deal of diverse material. Its comparative approach, emphasis on regression and prediction, and numerous exercises and references provide a solid foundation for subsequent courses in econometrics and will prove a valuable resource to many nonspecialists who want to update their quantitative skills.
The introduction closes with an example of a real-world data set—the Challenger space shuttle disaster—that motivates much of the text's theoretical discussion. The ten chapters that follow cover basic concepts, special distributions, distributions of functions of random variables, sampling theory, estimation, hypothesis testing, prediction, and the linear regression model. Appendixes contain a review of matrix algebra, computation, and statistical tables.
- Sales Rank: #3195921 in Books
- Published on: 1995-03-10
- Original language: English
- Number of items: 1
- Dimensions: 1.96" h x 7.35" w x 10.38" l,
- Binding: Hardcover
- 731 pages
About the Author
Dale J. Poirier is Professor of Economics at the University of Toronto.
Most helpful customer reviews
5 of 9 people found the following review helpful.
Bought under duress
By A Customer
This is the most incomprehensible booK i have ever seen, read (un)used in my entire lifetime.
Buy this book if you really lIke pain.
Read Hogg & CRaig instead.
The book is probably great if you have already spent a decade learning the stuff from elsewhere and you just want a bOok that compiles a lot of theorems and definitions in one place.
The book is also a great piece of frequeNtist bashing, which according to me belongs elsewhere and not in an "intermediate" statistics book.
BEWARE: the errata in the book is 30 pages long (A4 size pages)AND even the errata has errors..Gasp!
9 of 11 people found the following review helpful.
A Good Comparison of the Frequentist and Bayesian Approaches
By Steve J Verdon
This book takes the reader through the basics of probability theory right in through sampling theory, estimation, hypothesis testing, and regression analysis, and at the same time puts both the Classical and Bayesian approaches side by side, so that the reader can see the strengths and weaknesses of both approaches. This book is an excellent for both advanced undergraduates and graduate students interested in applied empirical research.
1 of 7 people found the following review helpful.
Please add table of contents...
By A Customer
How can you expect people to buy this book without table of contents?!
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