Preface -- Introduction to probability and statistics -- Foundation of probability theory -- Random variables and univariate probability distributions -- Important probability distributions -- Multivariate probability distributions -- Introduction to sampling theory -- Convergences and limit...

"Modern economies are full of uncertainties and risk. Economics studies resource allocations in an uncertain market environment. As a generally applicable quantitative analytic tool for uncertain events, probability and statistics have been playing an important role in economic research....

"This book aims to fill the gap between panel data econometrics textbooks, and the latest development on "big data", especially large-dimensional panel data econometrics. It introduces important research questions in large panels, including testing for cross-sectional dependence, estimation of...