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$64.99

textbook

Part of Econometric Exercises

  • Date Published: November 2018
  • availability: Available
  • format: Paperback
  • isbn: 9780521537452

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About the Authors
  • Building on the success of Abadir and Magnus' Matrix Algebra in the Econometric Exercises Series, Statistics serves as a bridge between elementary and specialized statistics. Professors Abadir, Heijmans, and Magnus freely use matrix algebra to cover intermediate to advanced material. Each chapter contains a general introduction followed by a series of connected exercises which build up knowledge systematically. The characteristic feature of the book (and indeed the series) is that all exercises are fully solved. The authors present many new proofs of established results, along with new results, often involving shortcuts that resort to statistical conditioning arguments.

    • Aims to bridge the gap between elementary and specialized statistics
    • All exercises featured in the book are fully solved
    • Uses matrix algebra freely in covering intermediate to advanced material
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    Product details

    • Date Published: November 2018
    • format: Paperback
    • isbn: 9780521537452
    • length: 786 pages
    • dimensions: 247 x 175 x 34 mm
    • weight: 1.56kg
    • availability: Available
  • Table of Contents

    Part I. Probability and Distribution Theory:
    1. Probability
    2. Random variables, probability distributions and densities
    3. Expectations and their generating functions
    4. Special univariate distributions
    5. Joint distributions and densities
    6. Conditioning, dependence, and joint moments
    7. Functions of random variables
    8. The multivariate normal and functions thereof
    Part II. Estimation and Inference:
    9. Sample statistics and their distributions
    10. Asymptotic theory
    11. Principles of point estimation
    12. Likelihood, information, and maximum likelihood estimation
    13. Other methods of estimation
    14. Tests of hypotheses
    Appendix A
    Appendix B
    Bibliography
    Index.

  • Authors

    Karim M. Abadir, Imperial College London
    Karim M. Abadir is Emeritus Professor of Financial Econometrics at Imperial College London, and Distinguished Visiting Professor at the American University in Cairo. He was the Head of the Statistics Group at the University of York and Chair of Econometrics and Statistics joint between the Departments of Mathematics and Economics 1996–2005, then Chair of Financial Econometrics 2005–2017 at Imperial College London. He was a founding editor of the Econometrics Journal for 10 years.

    Risto D. H. Heijmans
    Risto D. H. Heijmans (1940–2014) was Associate Professor in Econometrics at the former Institute of Actuarial Science and Econometrics of the University of Amsterdam. He taught in probability theory, statistics, and stochastic processes to students in actuarial science, econometrics, and operations research. He was an expert on asymptotic theory.

    Jan R. Magnus, Vrije Universiteit, Amsterdam
    Jan R. Magnus worked at the London School of Economics and Political Science from 1981–1996 and then at Tilburg University as Research Professor of Econometrics. In 2013 he moved to the Vrije Universiteit Amsterdam as Extraordinary Professor of Econometrics. Magnus is (co)author of eight books, and more than one hundred scientific papers.

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