DALE J.POIRIER – INTERMEDIATE STATISTICS & ECONOMETRICS

The standard introductory texts to mathematical statistics leave the Bayesian approach to be taught later in advanced topics courses, giving students the impression that a few techniques are appropriate in only special circumstances. Dale Poirier, who has developed a course for teaching econometrics, argues that nothing could be further from the truth. Intermediate Statistics and Econometrics is a thoroughly modern, self-contained, comprehensive, and accessible treatment of the probability and statistical foundations of econometrics with special emphasis on the linear regression model. Its comparative approach, emphasis on regression and prediction, and numerous exercises and references provide a solid foundation for subsequent courses in econometrics and will prove a valuable resource to many nonspecialists who want to update their quantitative skills. Basic concepts, special distributions of functions of random variables, sampling theory, estimation, hypothesis testing, prediction, and the linear regression model are covered in the ten chapters that follow. There is a review of matrix algebra, computation, and statistical tables in the appendixes.

Dale J.Poirier is the author of Intermediate Statistics & Econometrics.