Inferential statistics. Introduction to estimation and testing for economists

Publication date 16 January 1997

Published in Springer-Lehrbuch (Search for Journal in Brave)

analysis of variance autocorrelation Bayesian versions for nonparametric tests heteroskedasticity HPD intervals regression sampling theory surveys

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Bayesian inference (62F15) Applications of statistics to economics (62P20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)

Review text

This 400-page textbook on inferential statistics is especially designed for economists. The main basic notions are exposed: sampling theory and surveys, estimation and hypothesis testing. Nothing about sufficiency. No chapter is devoted to statistical decision theory but (perhaps more conveniently for economics-oriented users) the Bayesian point of view is systematically taken into account in every chapter (HPD intervals but also Bayesian versions for nonparametric tests). In the parts dealing with some classical econometric models (analysis of variance, regression) the reader will find some techniques and results which are seldom available in other textbooks (Bayes tests for autocorrelation or heteroskedasticity).

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