An Introduction to Econometric Theory : : Measure-Theoretic Probability and Statistics with Applications to Economics / / A. Ronald Gallant.
Intended primarily to prepare first-year graduate students for their ongoing work in econometrics, economic theory, and finance, this innovative book presents the fundamental concepts of theoretical econometrics, from measure-theoretic probability to statistics. A. Ronald Gallant covers these topics...
Saved in:
Superior document: | Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Archive 1927-1999 |
---|---|
VerfasserIn: | |
Place / Publishing House: | Princeton, NJ : : Princeton University Press, , [2018] ©1997 |
Year of Publication: | 2018 |
Language: | English |
Online Access: | |
Physical Description: | 1 online resource |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
id |
9780691186238 |
---|---|
ctrlnum |
(DE-B1597)501936 (OCoLC)1076406798 |
collection |
bib_alma |
record_format |
marc |
spelling |
Gallant, A. Ronald, author. aut http://id.loc.gov/vocabulary/relators/aut An Introduction to Econometric Theory : Measure-Theoretic Probability and Statistics with Applications to Economics / A. Ronald Gallant. Princeton, NJ : Princeton University Press, [2018] ©1997 1 online resource text txt rdacontent computer c rdamedia online resource cr rdacarrier text file PDF rda Frontmatter -- Contents -- Preface -- AN INTRODUCTION TO ECONOMETRIC THEORY -- Chapter 1 - Probability -- Chapter 2 - Random Variables and Expectation -- Chapter 3 - Distributions, Transformations, and Moments -- Chapter 4 - Convergence Concepts -- Chapter 5 - Statistical Inference -- Appendix: Distributions -- References -- Index restricted access http://purl.org/coar/access_right/c_16ec online access with authorization star Intended primarily to prepare first-year graduate students for their ongoing work in econometrics, economic theory, and finance, this innovative book presents the fundamental concepts of theoretical econometrics, from measure-theoretic probability to statistics. A. Ronald Gallant covers these topics at an introductory level and develops the ideas to the point where they can be applied. He thereby provides the reader not only with a basic grasp of the key empirical tools but with sound intuition as well. In addition to covering the basic tools of empirical work in economics and finance, Gallant devotes particular attention to motivating ideas and presenting them as the solution to practical problems. For example, he presents correlation, regression, and conditional expectation as a means of obtaining the best approximation of one random variable by some function of another. He considers linear, polynomial, and unrestricted functions, and leads the reader to the notion of conditioning on a sigma-algebra as a means for finding the unrestricted solution. The reader thus gains an understanding of the relationships among linear, polynomial, and unrestricted solutions. Proofs of results are presented when the proof itself aids understanding or when the proof technique has practical value. A major text-treatise by one of the leading scholars in this field, An Introduction to Econometric Theory will prove valuable not only to graduate students but also to all economists, statisticians, and finance professionals interested in the ideas and implications of theoretical econometrics. Mode of access: Internet via World Wide Web. In English. Description based on online resource; title from PDF title page (publisher's Web site, viewed 30. Aug 2021) Econometrics. BUSINESS & ECONOMICS / Econometrics. bisacsh Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Archive 1927-1999 9783110442496 https://doi.org/10.1515/9780691186238?locatt=mode:legacy https://www.degruyter.com/isbn/9780691186238 Cover https://www.degruyter.com/cover/covers/9780691186238.jpg |
language |
English |
format |
eBook |
author |
Gallant, A. Ronald, Gallant, A. Ronald, |
spellingShingle |
Gallant, A. Ronald, Gallant, A. Ronald, An Introduction to Econometric Theory : Measure-Theoretic Probability and Statistics with Applications to Economics / Frontmatter -- Contents -- Preface -- AN INTRODUCTION TO ECONOMETRIC THEORY -- Chapter 1 - Probability -- Chapter 2 - Random Variables and Expectation -- Chapter 3 - Distributions, Transformations, and Moments -- Chapter 4 - Convergence Concepts -- Chapter 5 - Statistical Inference -- Appendix: Distributions -- References -- Index |
author_facet |
Gallant, A. Ronald, Gallant, A. Ronald, |
author_variant |
a r g ar arg a r g ar arg |
author_role |
VerfasserIn VerfasserIn |
author_sort |
Gallant, A. Ronald, |
title |
An Introduction to Econometric Theory : Measure-Theoretic Probability and Statistics with Applications to Economics / |
title_sub |
Measure-Theoretic Probability and Statistics with Applications to Economics / |
title_full |
An Introduction to Econometric Theory : Measure-Theoretic Probability and Statistics with Applications to Economics / A. Ronald Gallant. |
title_fullStr |
An Introduction to Econometric Theory : Measure-Theoretic Probability and Statistics with Applications to Economics / A. Ronald Gallant. |
title_full_unstemmed |
An Introduction to Econometric Theory : Measure-Theoretic Probability and Statistics with Applications to Economics / A. Ronald Gallant. |
title_auth |
An Introduction to Econometric Theory : Measure-Theoretic Probability and Statistics with Applications to Economics / |
title_alt |
Frontmatter -- Contents -- Preface -- AN INTRODUCTION TO ECONOMETRIC THEORY -- Chapter 1 - Probability -- Chapter 2 - Random Variables and Expectation -- Chapter 3 - Distributions, Transformations, and Moments -- Chapter 4 - Convergence Concepts -- Chapter 5 - Statistical Inference -- Appendix: Distributions -- References -- Index |
title_new |
An Introduction to Econometric Theory : |
title_sort |
an introduction to econometric theory : measure-theoretic probability and statistics with applications to economics / |
publisher |
Princeton University Press, |
publishDate |
2018 |
physical |
1 online resource |
contents |
Frontmatter -- Contents -- Preface -- AN INTRODUCTION TO ECONOMETRIC THEORY -- Chapter 1 - Probability -- Chapter 2 - Random Variables and Expectation -- Chapter 3 - Distributions, Transformations, and Moments -- Chapter 4 - Convergence Concepts -- Chapter 5 - Statistical Inference -- Appendix: Distributions -- References -- Index |
isbn |
9780691186238 9783110442496 |
callnumber-first |
H - Social Science |
callnumber-subject |
HB - Economic Theory and Demography |
callnumber-label |
HB139 |
callnumber-sort |
HB 3139 G35 41997 |
url |
https://doi.org/10.1515/9780691186238?locatt=mode:legacy https://www.degruyter.com/isbn/9780691186238 https://www.degruyter.com/cover/covers/9780691186238.jpg |
illustrated |
Not Illustrated |
dewey-hundreds |
300 - Social sciences |
dewey-tens |
330 - Economics |
dewey-ones |
330 - Economics |
dewey-full |
330/.01/5195 |
dewey-sort |
3330 11 45195 |
dewey-raw |
330/.01/5195 |
dewey-search |
330/.01/5195 |
doi_str_mv |
10.1515/9780691186238?locatt=mode:legacy |
oclc_num |
1076406798 |
work_keys_str_mv |
AT gallantaronald anintroductiontoeconometrictheorymeasuretheoreticprobabilityandstatisticswithapplicationstoeconomics AT gallantaronald introductiontoeconometrictheorymeasuretheoreticprobabilityandstatisticswithapplicationstoeconomics |
status_str |
n |
ids_txt_mv |
(DE-B1597)501936 (OCoLC)1076406798 |
carrierType_str_mv |
cr |
hierarchy_parent_title |
Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Archive 1927-1999 |
is_hierarchy_title |
An Introduction to Econometric Theory : Measure-Theoretic Probability and Statistics with Applications to Economics / |
container_title |
Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Archive 1927-1999 |
_version_ |
1770176300375343104 |
fullrecord |
<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>04441nam a22006975i 4500</leader><controlfield tag="001">9780691186238</controlfield><controlfield tag="003">DE-B1597</controlfield><controlfield tag="005">20210830012106.0</controlfield><controlfield tag="006">m|||||o||d||||||||</controlfield><controlfield tag="007">cr || ||||||||</controlfield><controlfield tag="008">210830t20181997nju fo d z eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780691186238</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1515/9780691186238</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-B1597)501936</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1076406798</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-B1597</subfield><subfield code="b">eng</subfield><subfield code="c">DE-B1597</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">nju</subfield><subfield code="c">US-NJ</subfield></datafield><datafield tag="050" ind1=" " ind2="4"><subfield code="a">HB139</subfield><subfield code="b">.G35 1997</subfield></datafield><datafield tag="072" ind1=" " ind2="7"><subfield code="a">BUS021000</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="082" ind1="0" ind2="4"><subfield code="a">330/.01/5195</subfield><subfield code="2">21</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Gallant, A. Ronald, </subfield><subfield code="e">author.</subfield><subfield code="4">aut</subfield><subfield code="4">http://id.loc.gov/vocabulary/relators/aut</subfield></datafield><datafield tag="245" ind1="1" ind2="3"><subfield code="a">An Introduction to Econometric Theory :</subfield><subfield code="b">Measure-Theoretic Probability and Statistics with Applications to Economics /</subfield><subfield code="c">A. Ronald Gallant.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Princeton, NJ : </subfield><subfield code="b">Princeton University Press, </subfield><subfield code="c">[2018]</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">©1997</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">computer</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">online resource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="347" ind1=" " ind2=" "><subfield code="a">text file</subfield><subfield code="b">PDF</subfield><subfield code="2">rda</subfield></datafield><datafield tag="505" ind1="0" ind2="0"><subfield code="t">Frontmatter -- </subfield><subfield code="t">Contents -- </subfield><subfield code="t">Preface -- </subfield><subfield code="t">AN INTRODUCTION TO ECONOMETRIC THEORY -- </subfield><subfield code="t">Chapter 1 - Probability -- </subfield><subfield code="t">Chapter 2 - Random Variables and Expectation -- </subfield><subfield code="t">Chapter 3 - Distributions, Transformations, and Moments -- </subfield><subfield code="t">Chapter 4 - Convergence Concepts -- </subfield><subfield code="t">Chapter 5 - Statistical Inference -- </subfield><subfield code="t">Appendix: Distributions -- </subfield><subfield code="t">References -- </subfield><subfield code="t">Index</subfield></datafield><datafield tag="506" ind1="0" ind2=" "><subfield code="a">restricted access</subfield><subfield code="u">http://purl.org/coar/access_right/c_16ec</subfield><subfield code="f">online access with authorization</subfield><subfield code="2">star</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">Intended primarily to prepare first-year graduate students for their ongoing work in econometrics, economic theory, and finance, this innovative book presents the fundamental concepts of theoretical econometrics, from measure-theoretic probability to statistics. A. Ronald Gallant covers these topics at an introductory level and develops the ideas to the point where they can be applied. He thereby provides the reader not only with a basic grasp of the key empirical tools but with sound intuition as well. In addition to covering the basic tools of empirical work in economics and finance, Gallant devotes particular attention to motivating ideas and presenting them as the solution to practical problems. For example, he presents correlation, regression, and conditional expectation as a means of obtaining the best approximation of one random variable by some function of another. He considers linear, polynomial, and unrestricted functions, and leads the reader to the notion of conditioning on a sigma-algebra as a means for finding the unrestricted solution. The reader thus gains an understanding of the relationships among linear, polynomial, and unrestricted solutions. Proofs of results are presented when the proof itself aids understanding or when the proof technique has practical value. A major text-treatise by one of the leading scholars in this field, An Introduction to Econometric Theory will prove valuable not only to graduate students but also to all economists, statisticians, and finance professionals interested in the ideas and implications of theoretical econometrics.</subfield></datafield><datafield tag="538" ind1=" " ind2=" "><subfield code="a">Mode of access: Internet via World Wide Web.</subfield></datafield><datafield tag="546" ind1=" " ind2=" "><subfield code="a">In English.</subfield></datafield><datafield tag="588" ind1="0" ind2=" "><subfield code="a">Description based on online resource; title from PDF title page (publisher's Web site, viewed 30. Aug 2021)</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Econometrics.</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Econometrics.</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="773" ind1="0" ind2="8"><subfield code="i">Title is part of eBook package:</subfield><subfield code="d">De Gruyter</subfield><subfield code="t">Princeton University Press eBook-Package Archive 1927-1999</subfield><subfield code="z">9783110442496</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1515/9780691186238?locatt=mode:legacy</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://www.degruyter.com/isbn/9780691186238</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="3">Cover</subfield><subfield code="u">https://www.degruyter.com/cover/covers/9780691186238.jpg</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">978-3-11-044249-6 Princeton University Press eBook-Package Archive 1927-1999</subfield><subfield code="c">1927</subfield><subfield code="d">1999</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_BACKALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_CL_LAEC</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_EBACKALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_EBKALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_ECL_LAEC</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_EEBKALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_ESSHALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_ESTMALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_PPALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_SSHALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_STMALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV-deGruyter-alles</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">PDA11SSHE</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">PDA12STME</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">PDA13ENGE</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">PDA17SSHEE</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">PDA18STMEE</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">PDA5EBK</subfield></datafield></record></collection> |