Welcome#
Replication Codes: Probability and Statistics for Economists#
This eBook provides a complete replication of all figures and empirical illustrations from Probability and Statistics for Economists by Bruce Hansen. Developed in JupyterLab, the resource presents both the code and the corresponding outputs, allowing readers to explore the material in a fully transparent and hands-on environment. The code has been adapted from the original files provided by the author. Minor adjustments have been made to improve compatibility, formatting, and clarity for integration into this eBook format.
- Chapter 1. Basic Probability Theory
- Chapter 2. Random Variables
- Chapter 3. Parametric Distributions
- Chapter 4. Multivariate Distributions
- Chapter 6. Sampling
- Chapter 7. Law of Large Numbers
- Chapter 8. Central Limit Theory
- Chapter 10. Maximum Likelihood Estimation
- Chapter 11. Method ofMoments
- Chapter 12. Numerical Optimization
- Chapter 13. Hypothesis Testing
- Chapter 14. Confidence Intervals
- Chapter 15. Shrinkage Estimation
- Chapter 16. BayesianMethods
- Chapter 17. Nonparametric Density Estimation
- Chapter 18. Empirical Process Theory