LASTUPDATE7minsago-HereOptionsto DownloadingorReadBookofAPrimerinEconometric Theory(MitPress)BY:
JohnStachurski
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Aconcisetreatmentofmoderneconometricsandstatistics,including underlyingideasfromlinearalgebra,probabilitytheory,andcomputer programming.Thisbookoffersacogentandconcisetreatmentof econometrictheoryandmethodsalongwiththeunderlyingideasfrom statistics,probabilitytheory,andlinearalgebra.Itemphasizes foundationsandgeneralprinciples,butalsofeaturesmanysolved exercises,workedexamples,andcodelistings.Aftermasteringthe materialpresented,readerswillbereadytotakeonmoreadvanced workindifferentareasofquantitativeeconomicsandtounderstand papersfromtheeconometricsliterature.Thebookcanbeusedin graduate-levelcoursesonfoundationalaspectsofeconometricsoron fundamentalstatisticalprinciples.Itwillalsobeavaluablereferencefor
independentstudy.Onedistinctiveaspectofthetextisitsintegrationof traditionaltopicsfromstatisticsandeconometricswithmodernideas fromdatascienceandmachinelearning;readerswillencounterideas thataredrivingthecurrentdevelopmentofstatisticsandincreasingly filteringintoeconometricmethodology.Thetexttreatsprogramming notonlyasawaytoworkwithdatabutalsoasatechniqueforbuilding intuitionviasimulation.Manyproofsarefollowedbyasimulationthat showsthetheoryinaction.Asaprimer,thebookoffersreadersanentry pointintothefield,allowingthemtoseeeconometricsasawholerather thanasaprofusionofapparentlyunrelatedideas.Readmore