经济学家的概率与统计 Probability and Statistics for Economists

基本信息

Format:Hardback 416 pages

Publisher:Princeton University Press

Imprint:Princeton University Press

ISBN:9780691235943

Published:23 Aug 2022

Weight:856g

Dimensions:209 x 262 x 29 (mm)

Pub. Country:United States

Country of Origin:GB

Tariff Codes:49019900

页面参数仅供参考，具体以实物为准

书籍简介

♦ 经济学学生需要了解的概率理论是用于处理不确定性的定量语言，是现代统计学的基础。《经济学家的概率与统计》为研究生和博士生提供了数学概率和统计理论的基本介绍，这些理论是计量经济学中使用的方法的基础。这本精辟的教科书讲授了基本概念，强调了现代现实世界的应用，并使学生对每个经济学家需要知道的数学有了直观的了解。

♦ 以数学的严谨性涵盖了概率和统计学，同时强调直观的解释，使所有背景的经济学学生都能理解讨论随机变量、参数和多元分布、抽样、大数定律、中心极限理论、似然估计、数值优化、 包括一个深入的附录，总结了重要的数学结果以及大量的现实世界的例子，可以作为计量经济学博士课程的核心教科书，也可以作为Bruce E. Hansen的《计量经济学》的配套书籍。汉森的《计量经济学》的配套书籍，也是研究人员和从业人员的宝贵参考资料。

all economics students need to knowProbability theory is the quantitative language used to handle uncertainty and is the foundation of modern statistics. Probability and Statistics for Economists provides graduate and PhD students with an essential introduction to mathematical probability and statistical theory, which are the basis of the methods used in econometrics. This incisive textbook teaches fundamental concepts, emphasizes modern, real-world applications, and gives students an intuitive understanding of the mathematics that every economist needs to know.

Covers probability and statistics with mathematical rigor while emphasizing intuitive explanations that are accessible to economics students of all backgroundsDiscusses random variables, parametric and multivariate distributions, sampling, the law of large numbers, central limit theory, maximum likelihood estimation, numerical optimization, hypothesis testing, and moreFeatures hundreds of exercises that enable students to learn by doingIncludes an in-depth appendix summarizing important mathematical results as well as a wealth of real-world examplesCan serve as a core textbook for a first-semester PhD course in econometrics and as a companion book to Bruce E. Hansen's EconometricsAlso an invaluable reference for researchers and practitioners

作者简介

布鲁斯-E-汉森是威斯康星大学麦迪逊分校的玛丽-克莱尔-阿申布雷纳-菲普斯杰出经济学主席，也是世界上被引用很多的计量经济学家之一。

Bruce E. Hansen is the Mary Claire Aschenbrener Phipps Distinguished Chair of Economics at the University of Wisconsin–Madison and one of the most cited econometricians in the world.