Doubt over the trustworthiness of published empirical results is not unwarranted and is often a result of statistical mis-specification: invalid probabilistic assumptions imposed on data. Now in its second edition, this bestselling textbook offers a comprehensive course in empirical research methods, teaching the probabilistic and statistical foundations that enable the specification and validation of statistical models, providing the basis for an informed implementation of statistical procedure to secure the trustworthiness of evidence. Each chapter has been thoroughly updated, accounting for developments in the field and the author's own research. The comprehensive scope of the textbook has been expanded by the addition of a new chapter on the Linear Regression and related statistical models. This new edition is now more accessible to students of disciplines beyond economics and includes more pedagogical features, with an increased number of examples as well as review questions and exercises at the end of each chapter.
Author(s): Aris Spanos
Edition: 2nd Ed.
Publisher: Cambridge University Press
Year: 2019
Language: English
Pages: 788
Tags: Probability Theory, Statistical Inference
Cover......Page 1
Front Matter
......Page 3
Probability Theory and Statistical Inference: Empirical Modeling with Observational Data
......Page 5
Copyright
......Page 6
Dedication
......Page 7
Contents......Page 9
Preface to the Second
Edition
......Page 21
1 An Introduction
to Empirical Modeling......Page 25
2 Probability Theory as a
Modeling Frame
......Page 54
3 The Concept
of a Probability Model......Page 102
4 The Concept
of a Probability Model......Page 154
5 Chance Regularities
and Probabilistic
Concepts......Page 200
6 Statistical Models
and Dependence......Page 246
7 Regression Models......Page 301
8 Introduction
to Stochastic Processes......Page 339
9 Limit Theorems
in Probability......Page 397
10 From Probability Theory
to Statistical Inference......Page 445
11 Estimation I: Properties
of Estimators......Page 493
12 Estimation II: Methods
of Estimation......Page 534
13 Hypothesis Testing......Page 577
14 Linear Regression and
Related Models......Page 649
15 Misspecification (M-S)
Testing......Page 709
References
......Page 760
Index......Page 776
