Introduction to the Mathematical and Statistical Foundations of Econometrics |
|
| Author:
| Bierens, Herman J. |
| Contribution by:
| Phillips, Peter C. B.
Gourieroux, Christian
Wickens, Michael
Ghysels, Eric
Smith, Richard J. |
| Series title: | Themes in Modern Econometrics Ser. |
| ISBN: | 978-0-521-54224-1 |
| Publication Date: | Dec 2004 |
| Publisher: | Cambridge University Press
|
| Book Format: | Paperback |
| List Price: | AUD $74.95 |
Book Description:
|
Intended for use in a rigorous introductory PhD level course in econometrics, or a field course in econometric theory, this book covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis, various laws of large numbers, and more.
Intended for use in a rigorous introductory PhD level course in econometrics, or a field course in econometric theory, this book covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis, various laws of large numbers, and more.