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Statistical Foundations of Econometric Modelling
Abstract
This textbook provides an introduction to econometrics through a grounding in probability theory and statistical inference. The emphasis is on the concepts and ideas underlying probability theory and statistical inference, and on motivating the learning of them both at a formal and an intuitive level. It encourages the mastering of fundamental concepts and theoretical perspectives which guide the formulation and solution of problems in econometric modelling. This makes it an ideal introduction to empirical econometric modelling and the more advanced econometric literature. It is recommended for use on courses giving students a thorough grounding in econometrics at undergraduate or graduate level.
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Citations
Cited by
Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
Banerjee, A., Dolado, J. J., Galbraith, J. W., & Hendry, D. (1993) · doi:10.1093/0198288107.001.0001 · Cited by 1,752
Self-citationThe econometrics of financial markets
Pagan, A. (1996) · Journal of Empirical Finance · doi:10.1016/0927-5398(95)00020-8 · Cited by 873
Banerjee, A., Dolado, J. J., Galbraith, J. W., & Hendry, D. F. (1993) · Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data · doi:10.1093/0198288107.003.0004 · Cited by 872
Self-citationA Framework for the Areal Interpolation of Socioeconomic Data
Goodchild, M. F., Anselin, L., & Deichmann, U. (1993) · Environment and Planning A: Economy and Space · doi:10.1068/a250383 · Cited by 417
Modeling the demand for narrow money in the United Kingdom and the United States
Hendry, D. F., & Ericsson, N. R. (1991) · European Economic Review · doi:10.1016/0014-2921(91)90039-l · Cited by 377
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Metadata
- Authors
- Spanos, A., & Hendry, D.
- Venue
- Cambridge University Press eBooks
- Publisher
- Cambridge University Press
- Published
- 1986-10-30
- OpenAlex
- W2153752172
- Cited by
- 503
- References
- 0
- FWCI
- 7.07
- Type
- book
- Language
- en
- Open access
- closed
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
