Intermediate statistics and econometrics Book

The standard introductory texts to mathematical statistics leave the Bayesian approach to be taught later in advanced topic courses - giving students the impression that Bayesian statistics provide but a few techniques appropriate in only special circumstances. Nothing could be further from the truth, argues Dale Poirier, who has developed a course for teaching comparatively both the classical and the Bayesian approaches to econometrics. This text provides a modern, comprehensive and accessible treatment of the probability and statistical foundations of econometrics with special emphasis on the linear regression model.