Time analysis. Quantitative analysis consists of mathematical modelling of economic theory and
empirical study of economic data. This is due to the cumulative sort of many generations
of economists in their efforts to make economics a science, something like or close to physics,
chemistry and bi...
, Outline of Contents
Chapter 1 Introduction to Econometrics
Chapter 2 Foundation of Probability Theory
2.1 Random Experiments
2.2 Basic Concepts of Probability
2.3 Review of Set Theory
2.4 Fundamental Probability Laws
2.5 Methods of Counting
2.6 Conditional Probability
2.7 Independence of Events
2.8 Conclusion
Chapter 3 Random Variables and Univariate Probability Distributions
3.1 Random Variables and Distribution Functions
3.2 Discrete Random Variable
3.3 Continuous Random Variables
3.4 Functions of a Random Variable
3.5 Mathematical Expectations
3.6 Moment Generating Function
3.7 Characteristic Function
Chapter 4 Important Parametric Distributions
4.1 Introduction
4.2 Discrete Distributions
4.3 Continuous Probability Distributions
Chapter 5 Random Vectors and Multivariate Probability Distribution
5.1 Random vectors and Joint Probability Distributions
5.2 Marginal Distributions
5.3 Conditional Distributions
5.4 Independence
5.5 Empirical Applications
5.6 Bivariate Transformation
5.7 Expectations Under Multivariate Distributions
2
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