PROBABILITY THEORY AND STATISTICAL INFERENCE : Econometric Modeling with Observational Data, West Nyack, NY, USA: Cambridge University Press, 1999
Il n'est pas facile de trouver des ouvrages de qualité rédigés par des auteurs de qualité dans des domaines qui, souvent, effraient les étudiants, telles l'économétrie, les probabilités et les statistiques. En voici un rédigé par un économètre de premier plan. L'auteur, Aris Spanos, explique fort bien l'approche pédagogique de son ouvrage:
"I consider university teaching not as an attempt to force some predigested pap down students’ throats but as an attempt to initiate the students into thinking, things, through, systematically in the context of a coherent framework; the teacher offers both the systematic thinking and the coherent framework. In class I try to induce the students to think along with me in a conscious attempt to coach them in a particular way of thinking.
Needless to say that the present book largely reflects this attitude to teaching and learning and I have no delusions with regard to its suitability for students who prefer the force-feeding and pretend teaching and learning methods. The book does not subscribe to pretend teaching even when discussing some of the most difficult concepts and ideas in probability theory and statistical inference, such as sigma-fields, stochastic conditioning, limit theorems, the functional limit theorem, stochastic processes, maximum likelihood, and testing.
Instead, when the material is deemed necessary for a coherent and proper understanding of empirical modeling, every effort is made to demystify the concepts and ideas involved by ensuring that the discussion is both comprehensive and systematic.
Special emphasis is placed on motivating the need for these concepts and on the intuitive
understanding of their essence."
Ce livre connaît un grand succès depuis plusieurs années et nous sommes heureux d'y donner accès dans Cyberlibris.
A PROPOS DE L'AUTEUR:
Aris Spanos est Wilson Schmidt Professor of Econometrics et Chairman du Département d'Econométrie de Virginia Tech (Virginia Polytechnic Institute and State University). Voici l'interview conduite par Aris Spanos d'un autre grand économètre Download dhrymes_Spanos.pdf
Si vous êtes à la recherche d'un statisticien ou d'un économètre, voici une adresse intéressante!
