Introduction to the Mathematical and Statistical Foundations of Econometrics |
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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
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Book Format: | Paperback |
List Price: | USD $64.99 |
Book Description:
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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.