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Book details
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Author : John Stachurski
Pages : 448 pages
Publisher : The MIT
Press 2016-08-05
Language : English
ISBN-10 : 0262034905
ISBN-13 :
9780262034906
Book Synopsis
This book offers a cogent and
concise treatment of
econometric theory and
methods along with the
underlying ideas from
statistics, probability theory,
and linear algebra. It
emphasizes foundations and
general principles, but also
features many solved
exercises, worked examples,
and code listings. After
mastering the material
presented, readers will be
ready to take on more
advanced work in different
areas of quantitative
economics and to understand
papers from the econometrics
literature. The book can be
used in graduate-level
courses on foundational
aspects of econometrics or on
fundamental statistical
principles. It will also be a
valuable reference for
independent study.One
distinctive aspect of the text
is its integration of traditional
topics from statistics and
econometrics with modern
ideas from data science and
machine learning; readers
will encounter ideas that are
driving the current
development of statistics and
increasingly filtering into
econometric methodology.
The text treats programming
not only as a way to work
with data but also as a
technique for building
intuition via simulation.
Many proofs are followed by
a simulation that shows the
theory in action. As a primer,
the book offers readers an
entry point into the field,
allowing them to see
econometrics as a whole
rather than as a profusion of
apparently unrelated ideas.