Probability, Statistics and Econometrics provides a concise, yet rigorous, treatment of the field that is suitable for … graduate students studying econometrics, very advanced undergraduate students, and researchers seeking to extend their … groundwork for probability and inference before proceeding to core topics in econometrics. Authored by one of the leading …

Preface -- Introduction to probability and statistics -- Foundation of probability theory -- Random variables and … -- Introduction to sampling theory -- Convergences and limit theorems -- Parameter estimation and evaluation -- Hypothesis testing …

This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time …